Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 143.10 143.30 0.20 0.1% 141.67
High 143.44 143.42 -0.02 0.0% 142.62
Low 142.74 143.08 0.34 0.2% 141.10
Close 143.27 143.31 0.04 0.0% 142.36
Range 0.70 0.34 -0.36 -51.4% 1.52
ATR 0.75 0.72 -0.03 -3.9% 0.00
Volume 1,253 1,223 -30 -2.4% 23,507
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 144.29 144.14 143.50
R3 143.95 143.80 143.40
R2 143.61 143.61 143.37
R1 143.46 143.46 143.34 143.54
PP 143.27 143.27 143.27 143.31
S1 143.12 143.12 143.28 143.20
S2 142.93 142.93 143.25
S3 142.59 142.78 143.22
S4 142.25 142.44 143.12
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 146.59 145.99 143.20
R3 145.07 144.47 142.78
R2 143.55 143.55 142.64
R1 142.95 142.95 142.50 143.25
PP 142.03 142.03 142.03 142.18
S1 141.43 141.43 142.22 141.73
S2 140.51 140.51 142.08
S3 138.99 139.91 141.94
S4 137.47 138.39 141.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.55 142.09 1.46 1.0% 0.58 0.4% 84% False False 1,415
10 143.55 141.10 2.45 1.7% 0.60 0.4% 90% False False 3,423
20 143.55 140.95 2.60 1.8% 0.63 0.4% 91% False False 3,321
40 143.55 139.73 3.82 2.7% 0.67 0.5% 94% False False 2,683
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 0.09
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 144.87
2.618 144.31
1.618 143.97
1.000 143.76
0.618 143.63
HIGH 143.42
0.618 143.29
0.500 143.25
0.382 143.21
LOW 143.08
0.618 142.87
1.000 142.74
1.618 142.53
2.618 142.19
4.250 141.64
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 143.29 143.26
PP 143.27 143.20
S1 143.25 143.15

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

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