Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 144.85 143.91 -0.94 -0.6% 144.78
High 144.90 144.17 -0.73 -0.5% 145.82
Low 143.94 143.19 -0.75 -0.5% 144.62
Close 144.07 143.57 -0.50 -0.3% 145.64
Range 0.96 0.98 0.02 2.1% 1.20
ATR 0.68 0.70 0.02 3.2% 0.00
Volume 663,119 899,521 236,402 35.7% 777,935
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 146.58 146.06 144.11
R3 145.60 145.08 143.84
R2 144.62 144.62 143.75
R1 144.10 144.10 143.66 143.87
PP 143.64 143.64 143.64 143.53
S1 143.12 143.12 143.48 142.89
S2 142.66 142.66 143.39
S3 141.68 142.14 143.30
S4 140.70 141.16 143.03
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 148.96 148.50 146.30
R3 147.76 147.30 145.97
R2 146.56 146.56 145.86
R1 146.10 146.10 145.75 146.33
PP 145.36 145.36 145.36 145.48
S1 144.90 144.90 145.53 145.13
S2 144.16 144.16 145.42
S3 142.96 143.70 145.31
S4 141.76 142.50 144.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.82 143.19 2.63 1.8% 0.75 0.5% 14% False True 510,143
10 145.82 143.19 2.63 1.8% 0.64 0.4% 14% False True 482,685
20 146.17 143.19 2.98 2.1% 0.64 0.4% 13% False True 560,291
40 146.17 143.00 3.17 2.2% 0.59 0.4% 18% False False 292,062
60 146.17 140.95 5.22 3.6% 0.60 0.4% 50% False False 195,815
80 146.17 139.73 6.44 4.5% 0.63 0.4% 60% False False 147,372
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 3 trading days
Fibonacci Retracements and Extensions
4.250 148.34
2.618 146.74
1.618 145.76
1.000 145.15
0.618 144.78
HIGH 144.17
0.618 143.80
0.500 143.68
0.382 143.56
LOW 143.19
0.618 142.58
1.000 142.21
1.618 141.60
2.618 140.62
4.250 139.03
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 143.68 144.51
PP 143.64 144.19
S1 143.61 143.88

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

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