Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 144.57 144.26 -0.31 -0.2% 145.81
High 144.84 144.41 -0.43 -0.3% 146.17
Low 144.11 143.80 -0.31 -0.2% 144.73
Close 144.41 144.15 -0.26 -0.2% 144.93
Range 0.73 0.61 -0.12 -16.4% 1.44
ATR 0.60 0.60 0.00 0.1% 0.00
Volume 621,747 425,826 -195,921 -31.5% 2,528,744
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 145.95 145.66 144.49
R3 145.34 145.05 144.32
R2 144.73 144.73 144.26
R1 144.44 144.44 144.21 144.28
PP 144.12 144.12 144.12 144.04
S1 143.83 143.83 144.09 143.67
S2 143.51 143.51 144.04
S3 142.90 143.22 143.98
S4 142.29 142.61 143.81
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 149.60 148.70 145.72
R3 148.16 147.26 145.33
R2 146.72 146.72 145.19
R1 145.82 145.82 145.06 145.55
PP 145.28 145.28 145.28 145.14
S1 144.38 144.38 144.80 144.11
S2 143.84 143.84 144.67
S3 142.40 142.94 144.53
S4 140.96 141.50 144.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.54 143.80 1.74 1.2% 0.59 0.4% 20% False True 464,570
10 146.17 143.80 2.37 1.6% 0.58 0.4% 15% False True 526,357
20 146.17 143.48 2.69 1.9% 0.58 0.4% 25% False False 433,495
40 146.17 141.40 4.77 3.3% 0.57 0.4% 58% False False 219,559
60 146.17 140.95 5.22 3.6% 0.59 0.4% 61% False False 147,501
80 146.17 139.73 6.44 4.5% 0.63 0.4% 69% False False 111,740
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.00
2.618 146.01
1.618 145.40
1.000 145.02
0.618 144.79
HIGH 144.41
0.618 144.18
0.500 144.11
0.382 144.03
LOW 143.80
0.618 143.42
1.000 143.19
1.618 142.81
2.618 142.20
4.250 141.21
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 144.14 144.41
PP 144.12 144.32
S1 144.11 144.24

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

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