Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 142.91 142.59 -0.32 -0.2% 143.03
High 143.12 143.00 -0.12 -0.1% 143.50
Low 142.26 142.59 0.33 0.2% 142.26
Close 142.40 142.97 0.57 0.4% 142.40
Range 0.86 0.41 -0.45 -52.3% 1.24
ATR 0.81 0.79 -0.01 -1.9% 0.00
Volume 1,120 966 -154 -13.8% 9,776
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 144.08 143.94 143.20
R3 143.67 143.53 143.08
R2 143.26 143.26 143.05
R1 143.12 143.12 143.01 143.19
PP 142.85 142.85 142.85 142.89
S1 142.71 142.71 142.93 142.78
S2 142.44 142.44 142.89
S3 142.03 142.30 142.86
S4 141.62 141.89 142.74
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 146.44 145.66 143.08
R3 145.20 144.42 142.74
R2 143.96 143.96 142.63
R1 143.18 143.18 142.51 142.95
PP 142.72 142.72 142.72 142.61
S1 141.94 141.94 142.29 141.71
S2 141.48 141.48 142.17
S3 140.24 140.70 142.06
S4 139.00 139.46 141.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.50 142.26 1.24 0.9% 0.57 0.4% 57% False False 2,133
10 143.54 141.45 2.09 1.5% 0.64 0.4% 73% False False 1,496
20 143.54 139.73 3.81 2.7% 0.66 0.5% 85% False False 2,136
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 144.74
2.618 144.07
1.618 143.66
1.000 143.41
0.618 143.25
HIGH 143.00
0.618 142.84
0.500 142.80
0.382 142.75
LOW 142.59
0.618 142.34
1.000 142.18
1.618 141.93
2.618 141.52
4.250 140.85
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 142.91 142.93
PP 142.85 142.88
S1 142.80 142.84

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

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