Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 144.61 144.65 0.04 0.0% 143.83
High 144.87 144.81 -0.06 0.0% 144.87
Low 144.45 143.75 -0.70 -0.5% 143.48
Close 144.51 144.21 -0.30 -0.2% 144.51
Range 0.42 1.06 0.64 152.4% 1.39
ATR 0.58 0.62 0.03 5.9% 0.00
Volume 557,858 807,317 249,459 44.7% 898,734
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 147.44 146.88 144.79
R3 146.38 145.82 144.50
R2 145.32 145.32 144.40
R1 144.76 144.76 144.31 144.51
PP 144.26 144.26 144.26 144.13
S1 143.70 143.70 144.11 143.45
S2 143.20 143.20 144.02
S3 142.14 142.64 143.92
S4 141.08 141.58 143.63
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 148.46 147.87 145.27
R3 147.07 146.48 144.89
R2 145.68 145.68 144.76
R1 145.09 145.09 144.64 145.39
PP 144.29 144.29 144.29 144.43
S1 143.70 143.70 144.38 144.00
S2 142.90 142.90 144.26
S3 141.51 142.31 144.13
S4 140.12 140.92 143.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.87 143.48 1.39 1.0% 0.66 0.5% 53% False False 336,159
10 144.99 143.48 1.51 1.0% 0.58 0.4% 48% False False 176,673
20 145.23 143.28 1.95 1.4% 0.57 0.4% 48% False False 91,720
40 145.23 140.95 4.28 3.0% 0.59 0.4% 76% False False 47,654
60 145.23 139.73 5.50 3.8% 0.62 0.4% 81% False False 32,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 149.32
2.618 147.59
1.618 146.53
1.000 145.87
0.618 145.47
HIGH 144.81
0.618 144.41
0.500 144.28
0.382 144.15
LOW 143.75
0.618 143.09
1.000 142.69
1.618 142.03
2.618 140.97
4.250 139.25
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 144.28 144.31
PP 144.26 144.28
S1 144.23 144.24

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

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