Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 142.59 142.50 -0.09 -0.1% 143.03
High 143.00 143.09 0.09 0.1% 143.50
Low 142.59 142.50 -0.09 -0.1% 142.26
Close 142.97 142.94 -0.03 0.0% 142.40
Range 0.41 0.59 0.18 43.9% 1.24
ATR 0.79 0.78 -0.01 -1.8% 0.00
Volume 966 919 -47 -4.9% 9,776
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 144.61 144.37 143.26
R3 144.02 143.78 143.10
R2 143.43 143.43 143.05
R1 143.19 143.19 142.99 143.31
PP 142.84 142.84 142.84 142.91
S1 142.60 142.60 142.89 142.72
S2 142.25 142.25 142.83
S3 141.66 142.01 142.78
S4 141.07 141.42 142.62
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% 0.60 0.4% 55% False False 952
10 143.54 142.15 1.39 1.0% 0.61 0.4% 57% False False 1,323
20 143.54 139.73 3.81 2.7% 0.68 0.5% 84% False False 2,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.60
2.618 144.63
1.618 144.04
1.000 143.68
0.618 143.45
HIGH 143.09
0.618 142.86
0.500 142.80
0.382 142.73
LOW 142.50
0.618 142.14
1.000 141.91
1.618 141.55
2.618 140.96
4.250 139.99
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 142.89 142.86
PP 142.84 142.77
S1 142.80 142.69

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

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