Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 145.06 144.95 -0.11 -0.1% 145.14
High 145.21 144.96 -0.25 -0.2% 145.23
Low 144.78 144.66 -0.12 -0.1% 144.55
Close 145.08 144.77 -0.31 -0.2% 145.08
Range 0.43 0.30 -0.13 -30.2% 0.68
ATR 0.63 0.61 -0.01 -2.4% 0.00
Volume 5,047 6,380 1,333 26.4% 32,216
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 145.70 145.53 144.94
R3 145.40 145.23 144.85
R2 145.10 145.10 144.83
R1 144.93 144.93 144.80 144.87
PP 144.80 144.80 144.80 144.76
S1 144.63 144.63 144.74 144.57
S2 144.50 144.50 144.72
S3 144.20 144.33 144.69
S4 143.90 144.03 144.61
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.99 146.72 145.45
R3 146.31 146.04 145.27
R2 145.63 145.63 145.20
R1 145.36 145.36 145.14 145.16
PP 144.95 144.95 144.95 144.85
S1 144.68 144.68 145.02 144.48
S2 144.27 144.27 144.96
S3 143.59 144.00 144.89
S4 142.91 143.32 144.71
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% 0.45 0.3% 32% False False 6,990
10 145.23 143.28 1.95 1.3% 0.55 0.4% 76% False False 6,768
20 145.23 141.34 3.89 2.7% 0.57 0.4% 88% False False 5,008
40 145.23 140.95 4.28 3.0% 0.61 0.4% 89% False False 3,859
60 145.23 139.73 5.50 3.8% 0.66 0.5% 92% False False 4,109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 146.24
2.618 145.75
1.618 145.45
1.000 145.26
0.618 145.15
HIGH 144.96
0.618 144.85
0.500 144.81
0.382 144.77
LOW 144.66
0.618 144.47
1.000 144.36
1.618 144.17
2.618 143.87
4.250 143.39
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 144.81 144.94
PP 144.80 144.88
S1 144.78 144.83

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

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