Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 143.57 144.38 0.81 0.6% 142.75
High 144.55 144.90 0.35 0.2% 143.65
Low 143.44 144.28 0.84 0.6% 142.73
Close 144.43 144.69 0.26 0.2% 143.48
Range 1.11 0.62 -0.49 -44.1% 0.92
ATR 0.72 0.71 -0.01 -1.0% 0.00
Volume 9,599 3,391 -6,208 -64.7% 8,350
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.48 146.21 145.03
R3 145.86 145.59 144.86
R2 145.24 145.24 144.80
R1 144.97 144.97 144.75 145.11
PP 144.62 144.62 144.62 144.69
S1 144.35 144.35 144.63 144.49
S2 144.00 144.00 144.58
S3 143.38 143.73 144.52
S4 142.76 143.11 144.35
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
5 144.90 143.00 1.90 1.3% 0.67 0.5% 89% True False 5,085
10 144.90 142.09 2.81 1.9% 0.63 0.4% 93% True False 3,250
20 144.90 140.95 3.95 2.7% 0.64 0.4% 95% True False 3,291
40 144.90 139.73 5.17 3.6% 0.64 0.4% 96% True False 3,305
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.54
2.618 146.52
1.618 145.90
1.000 145.52
0.618 145.28
HIGH 144.90
0.618 144.66
0.500 144.59
0.382 144.52
LOW 144.28
0.618 143.90
1.000 143.66
1.618 143.28
2.618 142.66
4.250 141.65
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 144.66 144.49
PP 144.62 144.29
S1 144.59 144.09

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

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