Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 145.69 145.24 -0.45 -0.3% 144.65
High 145.78 145.41 -0.37 -0.3% 145.88
Low 145.24 145.02 -0.22 -0.2% 143.75
Close 145.41 145.26 -0.15 -0.1% 145.72
Range 0.54 0.39 -0.15 -27.8% 2.13
ATR 0.62 0.61 -0.02 -2.7% 0.00
Volume 475,682 713,419 237,737 50.0% 3,650,004
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 146.40 146.22 145.47
R3 146.01 145.83 145.37
R2 145.62 145.62 145.33
R1 145.44 145.44 145.30 145.53
PP 145.23 145.23 145.23 145.28
S1 145.05 145.05 145.22 145.14
S2 144.84 144.84 145.19
S3 144.45 144.66 145.15
S4 144.06 144.27 145.05
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 151.51 150.74 146.89
R3 149.38 148.61 146.31
R2 147.25 147.25 146.11
R1 146.48 146.48 145.92 146.87
PP 145.12 145.12 145.12 145.31
S1 144.35 144.35 145.52 144.74
S2 142.99 142.99 145.33
S3 140.86 142.22 145.13
S4 138.73 140.09 144.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.17 144.91 1.26 0.9% 0.57 0.4% 28% False False 588,144
10 146.17 143.75 2.42 1.7% 0.61 0.4% 62% False False 618,569
20 146.17 143.48 2.69 1.9% 0.56 0.4% 66% False False 319,729
40 146.17 140.95 5.22 3.6% 0.58 0.4% 83% False False 162,199
60 146.17 140.95 5.22 3.6% 0.59 0.4% 83% False False 108,874
80 146.17 139.73 6.44 4.4% 0.65 0.4% 86% False False 82,787
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 0.16
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 147.07
2.618 146.43
1.618 146.04
1.000 145.80
0.618 145.65
HIGH 145.41
0.618 145.26
0.500 145.22
0.382 145.17
LOW 145.02
0.618 144.78
1.000 144.63
1.618 144.39
2.618 144.00
4.250 143.36
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 145.25 145.60
PP 145.23 145.48
S1 145.22 145.37

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

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