Euro Bund Future March 2013

Trading Metrics calculated at close of trading on 11-Oct-2012

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	143.00	143.35	0.35	0.2%	143.03
High	143.08	143.40	0.32	0.2%	143.50
Low	142.58	142.51	-0.07	0.0%	142.26
Close	142.74	142.67	-0.07	0.0%	142.40
Range	0.50	0.89	0.39	78.0%	1.24
ATR	0.76	0.77	0.01	1.2%	0.00
Volume	20,474	2,552	-17,922	-87.5%	9,776

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.53	144.99	143.16
R3	144.64	144.10	142.91
R2	143.75	143.75	142.83
R1	143.21	143.21	142.75	143.04
PP	142.86	142.86	142.86	142.77
S1	142.32	142.32	142.59	142.15
S2	141.97	141.97	142.51
S3	141.08	141.43	142.43
S4	140.19	140.54	142.18

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	143.40	142.26	1.14	0.8%	0.65	0.5%	36%	True	False	5,206
10	143.54	142.26	1.28	0.9%	0.58	0.4%	32%	False	False	3,503
20	143.54	139.73	3.81	2.7%	0.65	0.5%	77%	False	False	3,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	147.18
2.618	145.73
1.618	144.84
1.000	144.29
0.618	143.95
HIGH	143.40
0.618	143.06
0.500	142.96
0.382	142.85
LOW	142.51
0.618	141.96
1.000	141.62
1.618	141.07
2.618	140.18
4.250	138.73

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	142.96	142.95
PP	142.86	142.86
S1	142.77	142.76

Download as Excel Spreadsheet

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

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