Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	143.20	143.34	0.14	0.1%	142.07
High	143.41	143.37	-0.04	0.0%	143.47
Low	142.83	142.91	0.08	0.1%	141.65
Close	143.14	143.13	-0.01	0.0%	143.14
Range	0.58	0.46	-0.12	-20.7%	1.82
ATR	0.65	0.64	-0.01	-2.1%	0.00
Volume	610,745	501,759	-108,986	-17.8%	2,877,458

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.52	144.28	143.38
R3	144.06	143.82	143.26
R2	143.60	143.60	143.21
R1	143.36	143.36	143.17	143.25
PP	143.14	143.14	143.14	143.08
S1	142.90	142.90	143.09	142.79
S2	142.68	142.68	143.05
S3	142.22	142.44	143.00
S4	141.76	141.98	142.88

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.21	147.50	144.14
R3	146.39	145.68	143.64
R2	144.57	144.57	143.47
R1	143.86	143.86	143.31	144.22
PP	142.75	142.75	142.75	142.93
S1	142.04	142.04	142.97	142.40
S2	140.93	140.93	142.81
S3	139.11	140.22	142.64
S4	137.29	138.40	142.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.48	142.83	0.65	0.5%	0.46	0.3%	46%	False	False	557,919
10	143.48	141.39	2.09	1.5%	0.57	0.4%	83%	False	False	601,559
20	143.48	139.67	3.81	2.7%	0.60	0.4%	91%	False	False	630,038
40	143.48	139.45	4.03	2.8%	0.64	0.4%	91%	False	False	640,998
60	143.48	138.41	5.07	3.5%	0.72	0.5%	93%	False	False	597,983
80	143.48	138.41	5.07	3.5%	0.77	0.5%	93%	False	False	449,649
100	144.49	138.26	6.23	4.4%	0.71	0.5%	78%	False	False	359,765
120	144.49	138.26	6.23	4.4%	0.68	0.5%	78%	False	False	299,818

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	145.33
2.618	144.57
1.618	144.11
1.000	143.83
0.618	143.65
HIGH	143.37
0.618	143.19
0.500	143.14
0.382	143.09
LOW	142.91
0.618	142.63
1.000	142.45
1.618	142.17
2.618	141.71
4.250	140.96

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	143.14	143.16
PP	143.14	143.15
S1	143.13	143.14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols