Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 05-Dec-2012

Day Change Summary
	Previous	Current
	04-Dec-2012	05-Dec-2012	Change	Change %	Previous Week
Open	142.48	142.60	0.12	0.1%	142.23
High	142.79	143.37	0.58	0.4%	143.15
Low	142.33	142.54	0.21	0.1%	141.84
Close	142.74	143.28	0.54	0.4%	142.79
Range	0.46	0.83	0.37	80.4%	1.31
ATR	0.60	0.62	0.02	2.7%	0.00
Volume	563,214	34,949	-528,265	-93.8%	4,084,443

Daily Pivots for day following 05-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.55	145.25	143.74
R3	144.72	144.42	143.51
R2	143.89	143.89	143.43
R1	143.59	143.59	143.36	143.74
PP	143.06	143.06	143.06	143.14
S1	142.76	142.76	143.20	142.91
S2	142.23	142.23	143.13
S3	141.40	141.93	143.05
S4	140.57	141.10	142.82

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	143.37	142.07	1.30	0.9%	0.61	0.4%	93%	True	False	764,235
10	143.37	141.84	1.53	1.1%	0.57	0.4%	94%	True	False	667,700
20	143.48	141.77	1.71	1.2%	0.57	0.4%	88%	False	False	636,181
40	143.48	139.45	4.03	2.8%	0.61	0.4%	95%	False	False	647,462
60	143.48	138.41	5.07	3.5%	0.66	0.5%	96%	False	False	654,914
80	143.48	138.41	5.07	3.5%	0.70	0.5%	96%	False	False	554,932
100	144.49	138.41	6.08	4.2%	0.73	0.5%	80%	False	False	444,145
120	144.49	138.26	6.23	4.3%	0.68	0.5%	81%	False	False	370,143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.90
2.618	145.54
1.618	144.71
1.000	144.20
0.618	143.88
HIGH	143.37
0.618	143.05
0.500	142.96
0.382	142.86
LOW	142.54
0.618	142.03
1.000	141.71
1.618	141.20
2.618	140.37
4.250	139.01

Fisher Pivots for day following 05-Dec-2012
Pivot	1 day	3 day
R1	143.17	143.09
PP	143.06	142.91
S1	142.96	142.72

Download as Excel Spreadsheet

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

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