Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 144.93 145.09 0.16 0.1% 143.80
High 145.17 145.09 -0.08 -0.1% 145.22
Low 144.55 144.67 0.12 0.1% 143.28
Close 144.90 144.89 -0.01 0.0% 144.86
Range 0.62 0.42 -0.20 -32.3% 1.94
ATR 0.66 0.64 -0.02 -2.6% 0.00
Volume 9,765 6,788 -2,977 -30.5% 33,721
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.14 145.94 145.12
R3 145.72 145.52 145.01
R2 145.30 145.30 144.97
R1 145.10 145.10 144.93 144.99
PP 144.88 144.88 144.88 144.83
S1 144.68 144.68 144.85 144.57
S2 144.46 144.46 144.81
S3 144.04 144.26 144.77
S4 143.62 143.84 144.66
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 150.27 149.51 145.93
R3 148.33 147.57 145.39
R2 146.39 146.39 145.22
R1 145.63 145.63 145.04 146.01
PP 144.45 144.45 144.45 144.65
S1 143.69 143.69 144.68 144.07
S2 142.51 142.51 144.50
S3 140.57 141.75 144.33
S4 138.63 139.81 143.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.23 144.55 0.68 0.5% 0.49 0.3% 50% False False 7,647
10 145.23 143.00 2.23 1.5% 0.58 0.4% 85% False False 6,366
20 145.23 141.10 4.13 2.9% 0.59 0.4% 92% False False 4,894
40 145.23 140.95 4.28 3.0% 0.61 0.4% 92% False False 3,614
60 145.23 139.73 5.50 3.8% 0.67 0.5% 94% False False 3,919
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.88
2.618 146.19
1.618 145.77
1.000 145.51
0.618 145.35
HIGH 145.09
0.618 144.93
0.500 144.88
0.382 144.83
LOW 144.67
0.618 144.41
1.000 144.25
1.618 143.99
2.618 143.57
4.250 142.89
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 144.89 144.89
PP 144.88 144.89
S1 144.88 144.89

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

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