Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 142.57 142.15 -0.42 -0.3% 143.11
High 142.64 142.48 -0.16 -0.1% 143.22
Low 142.13 142.01 -0.12 -0.1% 142.01
Close 142.17 142.12 -0.05 0.0% 142.12
Range 0.51 0.47 -0.04 -7.8% 1.21
ATR 0.62 0.61 -0.01 -1.7% 0.00
Volume 298,305 446,478 148,173 49.7% 2,101,038
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 143.61 143.34 142.38
R3 143.14 142.87 142.25
R2 142.67 142.67 142.21
R1 142.40 142.40 142.16 142.30
PP 142.20 142.20 142.20 142.16
S1 141.93 141.93 142.08 141.83
S2 141.73 141.73 142.03
S3 141.26 141.46 141.99
S4 140.79 140.99 141.86
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.08 145.31 142.79
R3 144.87 144.10 142.45
R2 143.66 143.66 142.34
R1 142.89 142.89 142.23 142.67
PP 142.45 142.45 142.45 142.34
S1 141.68 141.68 142.01 141.46
S2 141.24 141.24 141.90
S3 140.03 140.47 141.79
S4 138.82 139.26 141.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.45 142.01 1.44 1.0% 0.53 0.4% 8% False True 501,515
10 143.48 142.01 1.47 1.0% 0.50 0.3% 7% False True 529,717
20 143.48 140.52 2.96 2.1% 0.57 0.4% 54% False False 563,657
40 143.48 139.45 4.03 2.8% 0.61 0.4% 66% False False 617,356
60 143.48 138.41 5.07 3.6% 0.70 0.5% 73% False False 638,736
80 143.48 138.41 5.07 3.6% 0.74 0.5% 73% False False 480,905
100 144.49 138.41 6.08 4.3% 0.71 0.5% 61% False False 384,838
120 144.49 138.26 6.23 4.4% 0.69 0.5% 62% False False 320,709
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 3 trading days
Fibonacci Retracements and Extensions
4.250 144.48
2.618 143.71
1.618 143.24
1.000 142.95
0.618 142.77
HIGH 142.48
0.618 142.30
0.500 142.25
0.382 142.19
LOW 142.01
0.618 141.72
1.000 141.54
1.618 141.25
2.618 140.78
4.250 140.01
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 142.25 142.62
PP 142.20 142.45
S1 142.16 142.29

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

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