Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 141.06 141.82 0.76 0.5% 140.22
High 141.88 142.00 0.12 0.1% 141.16
Low 141.03 141.35 0.32 0.2% 139.67
Close 141.70 141.54 -0.16 -0.1% 140.85
Range 0.85 0.65 -0.20 -23.5% 1.49
ATR 0.76 0.75 -0.01 -1.0% 0.00
Volume 471,887 771,184 299,297 63.4% 3,628,916
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 143.58 143.21 141.90
R3 142.93 142.56 141.72
R2 142.28 142.28 141.66
R1 141.91 141.91 141.60 141.77
PP 141.63 141.63 141.63 141.56
S1 141.26 141.26 141.48 141.12
S2 140.98 140.98 141.42
S3 140.33 140.61 141.36
S4 139.68 139.96 141.18
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 145.03 144.43 141.67
R3 143.54 142.94 141.26
R2 142.05 142.05 141.12
R1 141.45 141.45 140.99 141.75
PP 140.56 140.56 140.56 140.71
S1 139.96 139.96 140.71 140.26
S2 139.07 139.07 140.58
S3 137.58 138.47 140.44
S4 136.09 136.98 140.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.00 139.88 2.12 1.5% 0.65 0.5% 78% True False 654,411
10 142.00 139.45 2.55 1.8% 0.70 0.5% 82% True False 698,891
20 142.00 139.45 2.55 1.8% 0.66 0.5% 82% True False 673,029
40 142.17 138.41 3.76 2.7% 0.76 0.5% 83% False False 686,316
60 142.62 138.41 4.21 3.0% 0.75 0.5% 74% False False 481,954
80 144.49 138.41 6.08 4.3% 0.75 0.5% 51% False False 361,615
100 144.49 138.26 6.23 4.4% 0.71 0.5% 53% False False 289,306
120 144.49 138.26 6.23 4.4% 0.64 0.5% 53% False False 241,098
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.76
2.618 143.70
1.618 143.05
1.000 142.65
0.618 142.40
HIGH 142.00
0.618 141.75
0.500 141.68
0.382 141.60
LOW 141.35
0.618 140.95
1.000 140.70
1.618 140.30
2.618 139.65
4.250 138.59
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 141.68 141.45
PP 141.63 141.35
S1 141.59 141.26

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

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