Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 143.79 143.83 0.04 0.0% 144.15
High 144.38 143.84 -0.54 -0.4% 144.38
Low 143.43 142.98 -0.45 -0.3% 143.25
Close 143.71 143.56 -0.15 -0.1% 143.71
Range 0.95 0.86 -0.09 -9.5% 1.13
ATR 0.73 0.74 0.01 1.2% 0.00
Volume 1,498,220 1,236,053 -262,167 -17.5% 4,478,391
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 146.04 145.66 144.03
R3 145.18 144.80 143.80
R2 144.32 144.32 143.72
R1 143.94 143.94 143.64 143.70
PP 143.46 143.46 143.46 143.34
S1 143.08 143.08 143.48 142.84
S2 142.60 142.60 143.40
S3 141.74 142.22 143.32
S4 140.88 141.36 143.09
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 147.17 146.57 144.33
R3 146.04 145.44 144.02
R2 144.91 144.91 143.92
R1 144.31 144.31 143.81 144.05
PP 143.78 143.78 143.78 143.65
S1 143.18 143.18 143.61 142.92
S2 142.65 142.65 143.50
S3 141.52 142.05 143.40
S4 140.39 140.92 143.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.38 142.98 1.40 1.0% 0.70 0.5% 41% False True 1,142,888
10 145.33 142.98 2.35 1.6% 0.73 0.5% 25% False True 1,018,626
20 146.36 142.98 3.38 2.4% 0.72 0.5% 17% False True 897,069
40 147.20 142.98 4.22 2.9% 0.67 0.5% 14% False True 803,103
60 147.20 142.27 4.93 3.4% 0.66 0.5% 26% False False 777,602
80 147.20 140.05 7.15 5.0% 0.64 0.4% 49% False False 619,901
100 147.20 139.50 7.70 5.4% 0.65 0.5% 53% False False 496,089
120 147.20 139.50 7.70 5.4% 0.60 0.4% 53% False False 413,412
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.50
2.618 146.09
1.618 145.23
1.000 144.70
0.618 144.37
HIGH 143.84
0.618 143.51
0.500 143.41
0.382 143.31
LOW 142.98
0.618 142.45
1.000 142.12
1.618 141.59
2.618 140.73
4.250 139.33
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 143.51 143.68
PP 143.46 143.64
S1 143.41 143.60

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

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