Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 143.78 143.83 0.05 0.0% 144.95
High 144.15 144.15 0.00 0.0% 144.99
Low 143.66 143.81 0.15 0.1% 143.66
Close 143.76 144.10 0.34 0.2% 143.76
Range 0.49 0.34 -0.15 -30.6% 1.33
ATR 0.59 0.58 -0.01 -2.4% 0.00
Volume 22,007 25,255 3,248 14.8% 67,060
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 145.04 144.91 144.29
R3 144.70 144.57 144.19
R2 144.36 144.36 144.16
R1 144.23 144.23 144.13 144.30
PP 144.02 144.02 144.02 144.05
S1 143.89 143.89 144.07 143.96
S2 143.68 143.68 144.04
S3 143.34 143.55 144.01
S4 143.00 143.21 143.91
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 148.13 147.27 144.49
R3 146.80 145.94 144.13
R2 145.47 145.47 144.00
R1 144.61 144.61 143.88 144.38
PP 144.14 144.14 144.14 144.02
S1 143.28 143.28 143.64 143.05
S2 142.81 142.81 143.52
S3 141.48 141.95 143.39
S4 140.15 140.62 143.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.99 143.66 1.33 0.9% 0.50 0.3% 33% False False 17,187
10 145.23 143.66 1.57 1.1% 0.47 0.3% 28% False False 12,088
20 145.23 142.74 2.49 1.7% 0.53 0.4% 55% False False 8,224
40 145.23 140.95 4.28 3.0% 0.58 0.4% 74% False False 5,900
60 145.23 139.73 5.50 3.8% 0.64 0.4% 79% False False 4,904
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.60
2.618 145.04
1.618 144.70
1.000 144.49
0.618 144.36
HIGH 144.15
0.618 144.02
0.500 143.98
0.382 143.94
LOW 143.81
0.618 143.60
1.000 143.47
1.618 143.26
2.618 142.92
4.250 142.37
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 144.06 144.04
PP 144.02 143.97
S1 143.98 143.91

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

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