Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 144.17 144.33 0.16 0.1% 143.83
High 144.48 145.18 0.70 0.5% 144.87
Low 144.03 144.24 0.21 0.1% 143.48
Close 144.44 145.10 0.66 0.5% 144.51
Range 0.45 0.94 0.49 108.9% 1.39
ATR 0.60 0.63 0.02 4.0% 0.00
Volume 983,158 685,762 -297,396 -30.2% 898,734
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 147.66 147.32 145.62
R3 146.72 146.38 145.36
R2 145.78 145.78 145.27
R1 145.44 145.44 145.19 145.61
PP 144.84 144.84 144.84 144.93
S1 144.50 144.50 145.01 144.67
S2 143.90 143.90 144.93
S3 142.96 143.56 144.84
S4 142.02 142.62 144.58
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
5 145.18 143.75 1.43 1.0% 0.66 0.5% 94% True False 648,994
10 145.18 143.48 1.70 1.2% 0.57 0.4% 95% True False 340,634
20 145.23 143.48 1.75 1.2% 0.55 0.4% 93% False False 174,435
40 145.23 140.95 4.28 2.9% 0.60 0.4% 97% False False 88,842
60 145.23 139.73 5.50 3.8% 0.62 0.4% 98% False False 60,293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.18
2.618 147.64
1.618 146.70
1.000 146.12
0.618 145.76
HIGH 145.18
0.618 144.82
0.500 144.71
0.382 144.60
LOW 144.24
0.618 143.66
1.000 143.30
1.618 142.72
2.618 141.78
4.250 140.25
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 144.97 144.89
PP 144.84 144.68
S1 144.71 144.47

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

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