Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 143.83 143.80 -0.03 0.0% 144.95
High 144.15 144.01 -0.14 -0.1% 144.99
Low 143.81 143.48 -0.33 -0.2% 143.66
Close 144.10 143.89 -0.21 -0.1% 143.76
Range 0.34 0.53 0.19 55.9% 1.33
ATR 0.58 0.58 0.00 0.5% 0.00
Volume 25,255 37,105 11,850 46.9% 67,060
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 145.38 145.17 144.18
R3 144.85 144.64 144.04
R2 144.32 144.32 143.99
R1 144.11 144.11 143.94 144.22
PP 143.79 143.79 143.79 143.85
S1 143.58 143.58 143.84 143.69
S2 143.26 143.26 143.79
S3 142.73 143.05 143.74
S4 142.20 142.52 143.60
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 148.13 147.27 144.49
R3 146.80 145.94 144.13
R2 145.47 145.47 144.00
R1 144.61 144.61 143.88 144.38
PP 144.14 144.14 144.14 144.02
S1 143.28 143.28 143.64 143.05
S2 142.81 142.81 143.52
S3 141.48 141.95 143.39
S4 140.15 140.62 143.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.30 143.48 0.82 0.6% 0.41 0.3% 50% False True 23,285
10 145.21 143.48 1.73 1.2% 0.48 0.3% 24% False True 15,102
20 145.23 142.74 2.49 1.7% 0.53 0.4% 46% False False 10,030
40 145.23 140.95 4.28 3.0% 0.58 0.4% 69% False False 6,657
60 145.23 139.73 5.50 3.8% 0.64 0.4% 76% False False 5,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 146.26
2.618 145.40
1.618 144.87
1.000 144.54
0.618 144.34
HIGH 144.01
0.618 143.81
0.500 143.75
0.382 143.68
LOW 143.48
0.618 143.15
1.000 142.95
1.618 142.62
2.618 142.09
4.250 141.23
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 143.84 143.87
PP 143.79 143.84
S1 143.75 143.82

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

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