Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 143.61 143.84 0.23 0.2% 144.21
High 143.89 144.44 0.55 0.4% 144.44
Low 143.52 143.47 -0.05 0.0% 143.24
Close 143.77 143.75 -0.02 0.0% 143.75
Range 0.37 0.97 0.60 162.2% 1.20
ATR 0.71 0.73 0.02 2.6% 0.00
Volume 212,853 601,307 388,454 182.5% 930,075
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 146.80 146.24 144.28
R3 145.83 145.27 144.02
R2 144.86 144.86 143.93
R1 144.30 144.30 143.84 144.10
PP 143.89 143.89 143.89 143.78
S1 143.33 143.33 143.66 143.13
S2 142.92 142.92 143.57
S3 141.95 142.36 143.48
S4 140.98 141.39 143.22
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 147.41 146.78 144.41
R3 146.21 145.58 144.08
R2 145.01 145.01 143.97
R1 144.38 144.38 143.86 144.10
PP 143.81 143.81 143.81 143.67
S1 143.18 143.18 143.64 142.90
S2 142.61 142.61 143.53
S3 141.41 141.98 143.42
S4 140.21 140.78 143.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.93 143.24 1.69 1.2% 0.67 0.5% 30% False False 188,146
10 145.93 143.24 2.69 1.9% 0.70 0.5% 19% False False 100,186
20 147.42 143.24 4.18 2.9% 0.71 0.5% 12% False False 52,263
40 147.53 143.24 4.29 3.0% 0.65 0.5% 12% False False 26,777
60 147.53 142.40 5.13 3.6% 0.59 0.4% 26% False False 17,882
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 148.56
2.618 146.98
1.618 146.01
1.000 145.41
0.618 145.04
HIGH 144.44
0.618 144.07
0.500 143.96
0.382 143.84
LOW 143.47
0.618 142.87
1.000 142.50
1.618 141.90
2.618 140.93
4.250 139.35
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 143.96 143.84
PP 143.89 143.81
S1 143.82 143.78

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

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