Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 142.50 143.00 0.50 0.4% 143.03
High 143.09 143.08 -0.01 0.0% 143.50
Low 142.50 142.58 0.08 0.1% 142.26
Close 142.94 142.74 -0.20 -0.1% 142.40
Range 0.59 0.50 -0.09 -15.3% 1.24
ATR 0.78 0.76 -0.02 -2.6% 0.00
Volume 919 20,474 19,555 2,127.9% 9,776
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 144.30 144.02 143.02
R3 143.80 143.52 142.88
R2 143.30 143.30 142.83
R1 143.02 143.02 142.79 142.91
PP 142.80 142.80 142.80 142.75
S1 142.52 142.52 142.69 142.41
S2 142.30 142.30 142.65
S3 141.80 142.02 142.60
S4 141.30 141.52 142.47
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
5 143.41 142.26 1.15 0.8% 0.60 0.4% 42% False False 4,843
10 143.54 142.26 1.28 0.9% 0.54 0.4% 38% False False 3,282
20 143.54 139.73 3.81 2.7% 0.65 0.5% 79% False False 3,195
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.21
2.618 144.39
1.618 143.89
1.000 143.58
0.618 143.39
HIGH 143.08
0.618 142.89
0.500 142.83
0.382 142.77
LOW 142.58
0.618 142.27
1.000 142.08
1.618 141.77
2.618 141.27
4.250 140.46
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 142.83 142.80
PP 142.80 142.78
S1 142.77 142.76

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

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