Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	142.80	142.88	0.08	0.1%	142.23
High	143.02	143.12	0.10	0.1%	143.15
Low	142.63	142.72	0.09	0.1%	141.84
Close	142.84	142.79	-0.05	0.0%	142.79
Range	0.39	0.40	0.01	2.6%	1.31
ATR	0.60	0.59	-0.01	-2.4%	0.00
Volume	711,578	1,261,818	550,240	77.3%	4,084,443

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.08	143.83	143.01
R3	143.68	143.43	142.90
R2	143.28	143.28	142.86
R1	143.03	143.03	142.83	142.96
PP	142.88	142.88	142.88	142.84
S1	142.63	142.63	142.75	142.56
S2	142.48	142.48	142.72
S3	142.08	142.23	142.68
S4	141.68	141.83	142.57

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.52	145.97	143.51
R3	145.21	144.66	143.15
R2	143.90	143.90	143.03
R1	143.35	143.35	142.91	143.63
PP	142.59	142.59	142.59	142.73
S1	142.04	142.04	142.67	142.32
S2	141.28	141.28	142.55
S3	139.97	140.73	142.43
S4	138.66	139.42	142.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.15	141.84	1.31	0.9%	0.50	0.3%	73%	False	False	816,888
10	143.45	141.84	1.61	1.1%	0.51	0.4%	59%	False	False	659,201
20	143.48	141.39	2.09	1.5%	0.54	0.4%	67%	False	False	630,380
40	143.48	139.45	4.03	2.8%	0.60	0.4%	83%	False	False	644,750
60	143.48	138.41	5.07	3.6%	0.67	0.5%	86%	False	False	653,181
80	143.48	138.41	5.07	3.6%	0.70	0.5%	86%	False	False	531,915
100	144.49	138.41	6.08	4.3%	0.71	0.5%	72%	False	False	425,680
120	144.49	138.26	6.23	4.4%	0.68	0.5%	73%	False	False	354,745

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.82
2.618	144.17
1.618	143.77
1.000	143.52
0.618	143.37
HIGH	143.12
0.618	142.97
0.500	142.92
0.382	142.87
LOW	142.72
0.618	142.47
1.000	142.32
1.618	142.07
2.618	141.67
4.250	141.02

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	142.92	142.77
PP	142.88	142.75
S1	142.83	142.74

Download as Excel Spreadsheet

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

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