Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 03-Dec-2012

Day Change Summary
	Previous	Current
	30-Nov-2012	03-Dec-2012	Change	Change %	Previous Week
Open	142.88	142.89	0.01	0.0%	142.23
High	143.12	143.05	-0.07	0.0%	143.15
Low	142.72	142.07	-0.65	-0.5%	141.84
Close	142.79	142.51	-0.28	-0.2%	142.79
Range	0.40	0.98	0.58	145.0%	1.31
ATR	0.59	0.61	0.03	4.8%	0.00
Volume	1,261,818	1,249,618	-12,200	-1.0%	4,084,443

Daily Pivots for day following 03-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.48	144.98	143.05
R3	144.50	144.00	142.78
R2	143.52	143.52	142.69
R1	143.02	143.02	142.60	142.78
PP	142.54	142.54	142.54	142.43
S1	142.04	142.04	142.42	141.80
S2	141.56	141.56	142.33
S3	140.58	141.06	142.24
S4	139.60	140.08	141.97

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.52	145.97	143.51
R3	145.21	144.66	143.15
R2	143.90	143.90	143.03
R1	143.35	143.35	142.91	143.63
PP	142.59	142.59	142.59	142.73
S1	142.04	142.04	142.67	142.32
S2	141.28	141.28	142.55
S3	139.97	140.73	142.43
S4	138.66	139.42	142.07

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%	0.62	0.4%	51%	False	False	938,610
10	143.22	141.84	1.38	1.0%	0.57	0.4%	49%	False	False	743,509
20	143.48	141.65	1.83	1.3%	0.56	0.4%	47%	False	False	659,547
40	143.48	139.45	4.03	2.8%	0.60	0.4%	76%	False	False	665,031
60	143.48	138.41	5.07	3.6%	0.66	0.5%	81%	False	False	664,274
80	143.48	138.41	5.07	3.6%	0.70	0.5%	81%	False	False	547,530
100	144.49	138.41	6.08	4.3%	0.72	0.5%	67%	False	False	438,174
120	144.49	138.26	6.23	4.4%	0.69	0.5%	68%	False	False	365,159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	147.22
2.618	145.62
1.618	144.64
1.000	144.03
0.618	143.66
HIGH	143.05
0.618	142.68
0.500	142.56
0.382	142.44
LOW	142.07
0.618	141.46
1.000	141.09
1.618	140.48
2.618	139.50
4.250	137.91

Fisher Pivots for day following 03-Dec-2012
Pivot	1 day	3 day
R1	142.56	142.60
PP	142.54	142.57
S1	142.53	142.54

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