Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 144.19 144.60 0.41 0.3% 144.71
High 144.50 144.85 0.35 0.2% 145.02
Low 144.16 144.44 0.28 0.2% 143.80
Close 144.32 144.77 0.45 0.3% 144.77
Range 0.34 0.41 0.07 20.6% 1.22
ATR 0.59 0.58 0.00 -0.7% 0.00
Volume 357,454 210,140 -147,314 -41.2% 2,128,655
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 145.92 145.75 145.00
R3 145.51 145.34 144.88
R2 145.10 145.10 144.85
R1 144.93 144.93 144.81 145.02
PP 144.69 144.69 144.69 144.73
S1 144.52 144.52 144.73 144.61
S2 144.28 144.28 144.69
S3 143.87 144.11 144.66
S4 143.46 143.70 144.54
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 148.19 147.70 145.44
R3 146.97 146.48 145.11
R2 145.75 145.75 144.99
R1 145.26 145.26 144.88 145.51
PP 144.53 144.53 144.53 144.65
S1 144.04 144.04 144.66 144.29
S2 143.31 143.31 144.55
S3 142.09 142.82 144.43
S4 140.87 141.60 144.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.02 143.80 1.22 0.8% 0.50 0.3% 80% False False 425,731
10 146.17 143.80 2.37 1.6% 0.53 0.4% 41% False False 465,739
20 146.17 143.48 2.69 1.9% 0.58 0.4% 48% False False 460,306
40 146.17 142.73 3.44 2.4% 0.57 0.4% 59% False False 233,687
60 146.17 140.95 5.22 3.6% 0.58 0.4% 73% False False 156,949
80 146.17 139.73 6.44 4.4% 0.63 0.4% 78% False False 118,442
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.59
2.618 145.92
1.618 145.51
1.000 145.26
0.618 145.10
HIGH 144.85
0.618 144.69
0.500 144.65
0.382 144.60
LOW 144.44
0.618 144.19
1.000 144.03
1.618 143.78
2.618 143.37
4.250 142.70
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 144.73 144.62
PP 144.69 144.47
S1 144.65 144.33

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

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