Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 141.45 141.62 0.17 0.1% 143.37
High 142.13 141.95 -0.18 -0.1% 143.37
Low 141.45 141.40 -0.05 0.0% 140.95
Close 141.98 141.86 -0.12 -0.1% 141.54
Range 0.68 0.55 -0.13 -19.1% 2.42
ATR 0.75 0.74 -0.01 -1.6% 0.00
Volume 7,356 1,001 -6,355 -86.4% 10,003
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 143.39 143.17 142.16
R3 142.84 142.62 142.01
R2 142.29 142.29 141.96
R1 142.07 142.07 141.91 142.18
PP 141.74 141.74 141.74 141.79
S1 141.52 141.52 141.81 141.63
S2 141.19 141.19 141.76
S3 140.64 140.97 141.71
S4 140.09 140.42 141.56
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 149.21 147.80 142.87
R3 146.79 145.38 142.21
R2 144.37 144.37 141.98
R1 142.96 142.96 141.76 142.46
PP 141.95 141.95 141.95 141.70
S1 140.54 140.54 141.32 140.04
S2 139.53 139.53 141.10
S3 137.11 138.12 140.87
S4 134.69 135.70 140.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.13 141.10 1.03 0.7% 0.61 0.4% 74% False False 5,430
10 143.50 140.95 2.55 1.8% 0.65 0.5% 36% False False 3,332
20 143.54 140.95 2.59 1.8% 0.61 0.4% 35% False False 3,417
40 144.00 139.73 4.27 3.0% 0.69 0.5% 50% False False 3,930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 144.29
2.618 143.39
1.618 142.84
1.000 142.50
0.618 142.29
HIGH 141.95
0.618 141.74
0.500 141.68
0.382 141.61
LOW 141.40
0.618 141.06
1.000 140.85
1.618 140.51
2.618 139.96
4.250 139.06
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 141.80 141.82
PP 141.74 141.78
S1 141.68 141.74

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

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