Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 143.06 142.57 -0.49 -0.3% 143.20
High 143.22 142.64 -0.58 -0.4% 143.48
Low 142.33 142.13 -0.20 -0.1% 142.83
Close 142.38 142.17 -0.21 -0.1% 143.31
Range 0.89 0.51 -0.38 -42.7% 0.65
ATR 0.63 0.62 -0.01 -1.4% 0.00
Volume 673,521 298,305 -375,216 -55.7% 2,878,392
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 143.84 143.52 142.45
R3 143.33 143.01 142.31
R2 142.82 142.82 142.26
R1 142.50 142.50 142.22 142.41
PP 142.31 142.31 142.31 142.27
S1 141.99 141.99 142.12 141.90
S2 141.80 141.80 142.08
S3 141.29 141.48 142.03
S4 140.78 140.97 141.89
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 145.16 144.88 143.67
R3 144.51 144.23 143.49
R2 143.86 143.86 143.43
R1 143.58 143.58 143.37 143.72
PP 143.21 143.21 143.21 143.28
S1 142.93 142.93 143.25 143.07
S2 142.56 142.56 143.19
S3 141.91 142.28 143.13
S4 141.26 141.63 142.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.45 142.13 1.32 0.9% 0.53 0.4% 3% False True 512,571
10 143.48 142.13 1.35 0.9% 0.51 0.4% 3% False True 559,781
20 143.48 139.88 3.60 2.5% 0.58 0.4% 64% False False 582,560
40 143.48 139.45 4.03 2.8% 0.61 0.4% 67% False False 622,210
60 143.48 138.41 5.07 3.6% 0.71 0.5% 74% False False 631,857
80 143.48 138.41 5.07 3.6% 0.74 0.5% 74% False False 475,326
100 144.49 138.41 6.08 4.3% 0.71 0.5% 62% False False 380,373
120 144.49 138.26 6.23 4.4% 0.69 0.5% 63% False False 316,990
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.81
2.618 143.98
1.618 143.47
1.000 143.15
0.618 142.96
HIGH 142.64
0.618 142.45
0.500 142.39
0.382 142.32
LOW 142.13
0.618 141.81
1.000 141.62
1.618 141.30
2.618 140.79
4.250 139.96
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 142.39 142.68
PP 142.31 142.51
S1 142.24 142.34

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

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