Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	142.60	143.24	0.64	0.4%	142.23
High	143.37	143.39	0.02	0.0%	143.15
Low	142.54	143.14	0.60	0.4%	141.84
Close	143.28	143.38	0.10	0.1%	142.79
Range	0.83	0.25	-0.58	-69.9%	1.31
ATR	0.62	0.59	-0.03	-4.3%	0.00
Volume	34,949	34,949	0	0.0%	4,084,443

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.05	143.97	143.52
R3	143.80	143.72	143.45
R2	143.55	143.55	143.43
R1	143.47	143.47	143.40	143.51
PP	143.30	143.30	143.30	143.33
S1	143.22	143.22	143.36	143.26
S2	143.05	143.05	143.33
S3	142.80	142.97	143.31
S4	142.55	142.72	143.24

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	143.39	142.07	1.32	0.9%	0.58	0.4%	99%	True	False	628,909
10	143.39	141.84	1.55	1.1%	0.55	0.4%	99%	True	False	641,365
20	143.48	141.84	1.64	1.1%	0.53	0.4%	94%	False	False	600,573
40	143.48	139.45	4.03	2.8%	0.61	0.4%	98%	False	False	631,667
60	143.48	138.41	5.07	3.5%	0.64	0.4%	98%	False	False	642,916
80	143.48	138.41	5.07	3.5%	0.70	0.5%	98%	False	False	555,357
100	144.49	138.41	6.08	4.2%	0.73	0.5%	82%	False	False	444,495
120	144.49	138.26	6.23	4.3%	0.68	0.5%	82%	False	False	370,435

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.13
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	144.45
2.618	144.04
1.618	143.79
1.000	143.64
0.618	143.54
HIGH	143.39
0.618	143.29
0.500	143.27
0.382	143.24
LOW	143.14
0.618	142.99
1.000	142.89
1.618	142.74
2.618	142.49
4.250	142.08

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	143.34	143.21
PP	143.30	143.03
S1	143.27	142.86

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