Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 144.65 144.61 -0.04 0.0% 144.43
High 145.20 145.15 -0.05 0.0% 145.74
Low 144.26 144.31 0.05 0.0% 144.22
Close 144.60 144.39 -0.21 -0.1% 145.45
Range 0.94 0.84 -0.10 -10.6% 1.52
ATR 0.72 0.73 0.01 1.2% 0.00
Volume 1,116,981 1,092,607 -24,374 -2.2% 4,046,581
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 147.14 146.60 144.85
R3 146.30 145.76 144.62
R2 145.46 145.46 144.54
R1 144.92 144.92 144.47 144.77
PP 144.62 144.62 144.62 144.54
S1 144.08 144.08 144.31 143.93
S2 143.78 143.78 144.24
S3 142.94 143.24 144.16
S4 142.10 142.40 143.93
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 149.70 149.09 146.29
R3 148.18 147.57 145.87
R2 146.66 146.66 145.73
R1 146.05 146.05 145.59 146.36
PP 145.14 145.14 145.14 145.29
S1 144.53 144.53 145.31 144.84
S2 143.62 143.62 145.17
S3 142.10 143.01 145.03
S4 140.58 141.49 144.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.74 144.25 1.49 1.0% 0.75 0.5% 9% False False 875,303
10 145.74 144.22 1.52 1.1% 0.79 0.5% 11% False False 860,753
20 147.20 144.22 2.98 2.1% 0.69 0.5% 6% False False 767,432
40 147.20 144.22 2.98 2.1% 0.66 0.5% 6% False False 748,652
60 147.20 142.27 4.93 3.4% 0.64 0.4% 43% False False 715,280
80 147.20 139.50 7.70 5.3% 0.64 0.4% 64% False False 537,654
100 147.20 139.50 7.70 5.3% 0.64 0.4% 64% False False 430,223
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.72
2.618 147.35
1.618 146.51
1.000 145.99
0.618 145.67
HIGH 145.15
0.618 144.83
0.500 144.73
0.382 144.63
LOW 144.31
0.618 143.79
1.000 143.47
1.618 142.95
2.618 142.11
4.250 140.74
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 144.73 144.73
PP 144.62 144.61
S1 144.50 144.50

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols