Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 144.65 144.17 -0.48 -0.3% 143.83
High 144.81 144.48 -0.33 -0.2% 144.87
Low 143.75 144.03 0.28 0.2% 143.48
Close 144.21 144.44 0.23 0.2% 144.51
Range 1.06 0.45 -0.61 -57.5% 1.39
ATR 0.62 0.60 -0.01 -1.9% 0.00
Volume 807,317 983,158 175,841 21.8% 898,734
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 145.67 145.50 144.69
R3 145.22 145.05 144.56
R2 144.77 144.77 144.52
R1 144.60 144.60 144.48 144.69
PP 144.32 144.32 144.32 144.36
S1 144.15 144.15 144.40 144.24
S2 143.87 143.87 144.36
S3 143.42 143.70 144.32
S4 142.97 143.25 144.19
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
5 144.87 143.75 1.12 0.8% 0.65 0.4% 62% False False 525,369
10 144.87 143.48 1.39 1.0% 0.53 0.4% 69% False False 274,327
20 145.23 143.44 1.79 1.2% 0.56 0.4% 56% False False 140,627
40 145.23 140.95 4.28 3.0% 0.59 0.4% 82% False False 72,210
60 145.23 139.73 5.50 3.8% 0.62 0.4% 86% False False 48,866
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.39
2.618 145.66
1.618 145.21
1.000 144.93
0.618 144.76
HIGH 144.48
0.618 144.31
0.500 144.26
0.382 144.20
LOW 144.03
0.618 143.75
1.000 143.58
1.618 143.30
2.618 142.85
4.250 142.12
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 144.38 144.40
PP 144.32 144.35
S1 144.26 144.31

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

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