Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 143.73 143.57 -0.16 -0.1% 142.75
High 143.90 144.55 0.65 0.5% 143.65
Low 143.28 143.44 0.16 0.1% 142.73
Close 143.71 144.43 0.72 0.5% 143.48
Range 0.62 1.11 0.49 79.0% 0.92
ATR 0.69 0.72 0.03 4.3% 0.00
Volume 5,027 9,599 4,572 90.9% 8,350
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 147.47 147.06 145.04
R3 146.36 145.95 144.74
R2 145.25 145.25 144.63
R1 144.84 144.84 144.53 145.05
PP 144.14 144.14 144.14 144.24
S1 143.73 143.73 144.33 143.94
S2 143.03 143.03 144.23
S3 141.92 142.62 144.12
S4 140.81 141.51 143.82
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.05 145.68 143.99
R3 145.13 144.76 143.73
R2 144.21 144.21 143.65
R1 143.84 143.84 143.56 144.03
PP 143.29 143.29 143.29 143.38
S1 142.92 142.92 143.40 143.11
S2 142.37 142.37 143.31
S3 141.45 142.00 143.23
S4 140.53 141.08 142.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.55 143.00 1.55 1.1% 0.61 0.4% 92% True False 4,652
10 144.55 141.40 3.15 2.2% 0.62 0.4% 96% True False 3,011
20 144.55 140.95 3.60 2.5% 0.65 0.4% 97% True False 3,249
40 144.55 139.73 4.82 3.3% 0.65 0.4% 98% True False 3,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 149.27
2.618 147.46
1.618 146.35
1.000 145.66
0.618 145.24
HIGH 144.55
0.618 144.13
0.500 144.00
0.382 143.86
LOW 143.44
0.618 142.75
1.000 142.33
1.618 141.64
2.618 140.53
4.250 138.72
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 144.29 144.26
PP 144.14 144.09
S1 144.00 143.92

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

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