Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 145.24 144.90 -0.34 -0.2% 144.65
High 145.41 145.54 0.13 0.1% 145.88
Low 145.02 144.83 -0.19 -0.1% 143.75
Close 145.26 145.06 -0.20 -0.1% 145.72
Range 0.39 0.71 0.32 82.1% 2.13
ATR 0.61 0.61 0.01 1.2% 0.00
Volume 713,419 404,164 -309,255 -43.3% 3,650,004
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 147.27 146.88 145.45
R3 146.56 146.17 145.26
R2 145.85 145.85 145.19
R1 145.46 145.46 145.13 145.66
PP 145.14 145.14 145.14 145.24
S1 144.75 144.75 144.99 144.95
S2 144.43 144.43 144.93
S3 143.72 144.04 144.86
S4 143.01 143.33 144.67
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
5 146.17 144.83 1.34 0.9% 0.55 0.4% 17% False True 544,993
10 146.17 143.75 2.42 1.7% 0.64 0.4% 54% False False 637,898
20 146.17 143.48 2.69 1.9% 0.57 0.4% 59% False False 339,598
40 146.17 141.10 5.07 3.5% 0.58 0.4% 78% False False 172,246
60 146.17 140.95 5.22 3.6% 0.59 0.4% 79% False False 115,609
80 146.17 139.73 6.44 4.4% 0.65 0.4% 83% False False 87,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 148.56
2.618 147.40
1.618 146.69
1.000 146.25
0.618 145.98
HIGH 145.54
0.618 145.27
0.500 145.19
0.382 145.10
LOW 144.83
0.618 144.39
1.000 144.12
1.618 143.68
2.618 142.97
4.250 141.81
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 145.19 145.31
PP 145.14 145.22
S1 145.10 145.14

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

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