Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 22-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 22-Nov-2012 Change Change % Previous Week
Open 144.22 143.85 -0.37 -0.3% 145.14
High 144.30 143.90 -0.40 -0.3% 145.23
Low 143.80 143.69 -0.11 -0.1% 144.55
Close 143.83 143.81 -0.02 0.0% 145.08
Range 0.50 0.21 -0.29 -58.0% 0.68
ATR 0.63 0.60 -0.03 -4.8% 0.00
Volume 22,695 9,365 -13,330 -58.7% 32,216
Daily Pivots for day following 22-Nov-2012
Classic Woodie Camarilla DeMark
R4 144.43 144.33 143.93
R3 144.22 144.12 143.87
R2 144.01 144.01 143.85
R1 143.91 143.91 143.83 143.86
PP 143.80 143.80 143.80 143.77
S1 143.70 143.70 143.79 143.65
S2 143.59 143.59 143.77
S3 143.38 143.49 143.75
S4 143.17 143.28 143.69
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
5 145.21 143.69 1.52 1.1% 0.48 0.3% 8% False True 10,020
10 145.23 143.69 1.54 1.1% 0.48 0.3% 8% False True 8,833
20 145.23 142.09 3.14 2.2% 0.55 0.4% 55% False False 6,042
40 145.23 140.95 4.28 3.0% 0.58 0.4% 67% False False 4,729
60 145.23 139.73 5.50 3.8% 0.65 0.4% 74% False False 4,634
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 144.79
2.618 144.45
1.618 144.24
1.000 144.11
0.618 144.03
HIGH 143.90
0.618 143.82
0.500 143.80
0.382 143.77
LOW 143.69
0.618 143.56
1.000 143.48
1.618 143.35
2.618 143.14
4.250 142.80
Fisher Pivots for day following 22-Nov-2012
Pivot 1 day 3 day
R1 143.81 144.34
PP 143.80 144.16
S1 143.80 143.99

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

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