Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 142.40 142.80 0.40 0.3% 143.11
High 143.15 143.02 -0.13 -0.1% 143.22
Low 142.32 142.63 0.31 0.2% 142.01
Close 142.95 142.84 -0.11 -0.1% 142.12
Range 0.83 0.39 -0.44 -53.0% 1.21
ATR 0.62 0.60 -0.02 -2.6% 0.00
Volume 687,399 711,578 24,179 3.5% 2,101,038
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 144.00 143.81 143.05
R3 143.61 143.42 142.95
R2 143.22 143.22 142.91
R1 143.03 143.03 142.88 143.13
PP 142.83 142.83 142.83 142.88
S1 142.64 142.64 142.80 142.74
S2 142.44 142.44 142.77
S3 142.05 142.25 142.73
S4 141.66 141.86 142.63
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
5 143.15 141.84 1.31 0.9% 0.51 0.4% 76% False False 653,820
10 143.45 141.84 1.61 1.1% 0.52 0.4% 62% False False 583,195
20 143.48 141.39 2.09 1.5% 0.54 0.4% 69% False False 593,070
40 143.48 139.45 4.03 2.8% 0.61 0.4% 84% False False 628,885
60 143.48 138.41 5.07 3.5% 0.68 0.5% 87% False False 647,989
80 143.48 138.41 5.07 3.5% 0.70 0.5% 87% False False 516,169
100 144.49 138.41 6.08 4.3% 0.72 0.5% 73% False False 413,062
120 144.49 138.26 6.23 4.4% 0.68 0.5% 74% False False 344,230
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.68
2.618 144.04
1.618 143.65
1.000 143.41
0.618 143.26
HIGH 143.02
0.618 142.87
0.500 142.83
0.382 142.78
LOW 142.63
0.618 142.39
1.000 142.24
1.618 142.00
2.618 141.61
4.250 140.97
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 142.84 142.73
PP 142.83 142.61
S1 142.83 142.50

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

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