Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 31-Oct-2012

Day Change Summary
	Previous	Current
	30-Oct-2012	31-Oct-2012	Change	Change %	Previous Week
Open	141.82	141.57	-0.25	-0.2%	140.22
High	142.00	141.86	-0.14	-0.1%	141.16
Low	141.35	141.18	-0.17	-0.1%	139.67
Close	141.54	141.68	0.14	0.1%	140.85
Range	0.65	0.68	0.03	4.6%	1.49
ATR	0.75	0.75	-0.01	-0.7%	0.00
Volume	771,184	515,621	-255,563	-33.1%	3,628,916

Daily Pivots for day following 31-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.61	143.33	142.05
R3	142.93	142.65	141.87
R2	142.25	142.25	141.80
R1	141.97	141.97	141.74	142.11
PP	141.57	141.57	141.57	141.65
S1	141.29	141.29	141.62	141.43
S2	140.89	140.89	141.56
S3	140.21	140.61	141.49
S4	139.53	139.93	141.31

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.03	144.43	141.67
R3	143.54	142.94	141.26
R2	142.05	142.05	141.12
R1	141.45	141.45	140.99	141.75
PP	140.56	140.56	140.56	140.71
S1	139.96	139.96	140.71	140.26
S2	139.07	139.07	140.58
S3	137.58	138.47	140.44
S4	136.09	136.98	140.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.00	139.88	2.12	1.5%	0.68	0.5%	85%	False	False	611,781
10	142.00	139.45	2.55	1.8%	0.66	0.5%	87%	False	False	669,910
20	142.00	139.45	2.55	1.8%	0.67	0.5%	87%	False	False	664,700
40	142.00	138.41	3.59	2.5%	0.75	0.5%	91%	False	False	675,448
60	142.62	138.41	4.21	3.0%	0.75	0.5%	78%	False	False	490,536
80	144.49	138.41	6.08	4.3%	0.76	0.5%	54%	False	False	368,060
100	144.49	138.26	6.23	4.4%	0.71	0.5%	55%	False	False	294,462
120	144.49	138.26	6.23	4.4%	0.65	0.5%	55%	False	False	245,395

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.75
2.618	143.64
1.618	142.96
1.000	142.54
0.618	142.28
HIGH	141.86
0.618	141.60
0.500	141.52
0.382	141.44
LOW	141.18
0.618	140.76
1.000	140.50
1.618	140.08
2.618	139.40
4.250	138.29

Fisher Pivots for day following 31-Oct-2012
Pivot	1 day	3 day
R1	141.63	141.63
PP	141.57	141.57
S1	141.52	141.52

Download as Excel Spreadsheet

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

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