Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 02-Nov-2012

Day Change Summary
	Previous	Current
	01-Nov-2012	02-Nov-2012	Change	Change %	Previous Week
Open	141.62	141.68	0.06	0.0%	141.06
High	141.83	142.04	0.21	0.1%	142.04
Low	141.46	141.39	-0.07	0.0%	141.03
Close	141.71	141.87	0.16	0.1%	141.87
Range	0.37	0.65	0.28	75.7%	1.01
ATR	0.72	0.71	0.00	-0.7%	0.00
Volume	515,621	666,280	150,659	29.2%	2,940,593

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.72	143.44	142.23
R3	143.07	142.79	142.05
R2	142.42	142.42	141.99
R1	142.14	142.14	141.93	142.28
PP	141.77	141.77	141.77	141.84
S1	141.49	141.49	141.81	141.63
S2	141.12	141.12	141.75
S3	140.47	140.84	141.69
S4	139.82	140.19	141.51

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.68	144.28	142.43
R3	143.67	143.27	142.15
R2	142.66	142.66	142.06
R1	142.26	142.26	141.96	142.46
PP	141.65	141.65	141.65	141.75
S1	141.25	141.25	141.78	141.45
S2	140.64	140.64	141.68
S3	139.63	140.24	141.59
S4	138.62	139.23	141.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.04	141.03	1.01	0.7%	0.64	0.5%	83%	True	False	588,118
10	142.04	139.67	2.37	1.7%	0.62	0.4%	93%	True	False	656,950
20	142.04	139.45	2.59	1.8%	0.65	0.5%	93%	True	False	670,515
40	142.04	138.41	3.63	2.6%	0.71	0.5%	95%	True	False	666,638
60	142.62	138.41	4.21	3.0%	0.75	0.5%	82%	False	False	510,191
80	144.49	138.41	6.08	4.3%	0.76	0.5%	57%	False	False	382,831
100	144.49	138.26	6.23	4.4%	0.72	0.5%	58%	False	False	306,281
120	144.49	138.26	6.23	4.4%	0.65	0.5%	58%	False	False	255,244

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.80
2.618	143.74
1.618	143.09
1.000	142.69
0.618	142.44
HIGH	142.04
0.618	141.79
0.500	141.72
0.382	141.64
LOW	141.39
0.618	140.99
1.000	140.74
1.618	140.34
2.618	139.69
4.250	138.63

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	141.82	141.78
PP	141.77	141.70
S1	141.72	141.61

Download as Excel Spreadsheet

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

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