Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	142.15	142.23	0.08	0.1%	143.11
High	142.48	142.50	0.02	0.0%	143.22
Low	142.01	142.15	0.14	0.1%	142.01
Close	142.12	142.43	0.31	0.2%	142.12
Range	0.47	0.35	-0.12	-25.5%	1.21
ATR	0.61	0.59	-0.02	-2.7%	0.00
Volume	446,478	641,010	194,532	43.6%	2,101,038

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.41	143.27	142.62
R3	143.06	142.92	142.53
R2	142.71	142.71	142.49
R1	142.57	142.57	142.46	142.64
PP	142.36	142.36	142.36	142.40
S1	142.22	142.22	142.40	142.29
S2	142.01	142.01	142.37
S3	141.66	141.87	142.33
S4	141.31	141.52	142.24

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	143.22	142.01	1.21	0.8%	0.51	0.4%	35%	False	False	548,409
10	143.48	142.01	1.47	1.0%	0.48	0.3%	29%	False	False	562,044
20	143.48	141.03	2.45	1.7%	0.56	0.4%	57%	False	False	571,924
40	143.48	139.45	4.03	2.8%	0.60	0.4%	74%	False	False	619,620
60	143.48	138.41	5.07	3.6%	0.70	0.5%	79%	False	False	649,005
80	143.48	138.41	5.07	3.6%	0.72	0.5%	79%	False	False	488,916
100	144.49	138.41	6.08	4.3%	0.71	0.5%	66%	False	False	391,247
120	144.49	138.26	6.23	4.4%	0.69	0.5%	67%	False	False	326,051

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	143.99
2.618	143.42
1.618	143.07
1.000	142.85
0.618	142.72
HIGH	142.50
0.618	142.37
0.500	142.33
0.382	142.28
LOW	142.15
0.618	141.93
1.000	141.80
1.618	141.58
2.618	141.23
4.250	140.66

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	142.40	142.40
PP	142.36	142.36
S1	142.33	142.33

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