Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 141.82 141.57 -0.25 -0.2% 140.22
High 142.00 141.86 -0.14 -0.1% 141.16
Low 141.35 141.18 -0.17 -0.1% 139.67
Close 141.54 141.68 0.14 0.1% 140.85
Range 0.65 0.68 0.03 4.6% 1.49
ATR 0.75 0.75 -0.01 -0.7% 0.00
Volume 771,184 515,621 -255,563 -33.1% 3,628,916
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 143.61 143.33 142.05
R3 142.93 142.65 141.87
R2 142.25 142.25 141.80
R1 141.97 141.97 141.74 142.11
PP 141.57 141.57 141.57 141.65
S1 141.29 141.29 141.62 141.43
S2 140.89 140.89 141.56
S3 140.21 140.61 141.49
S4 139.53 139.93 141.31
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% 0.68 0.5% 85% False False 611,781
10 142.00 139.45 2.55 1.8% 0.66 0.5% 87% False False 669,910
20 142.00 139.45 2.55 1.8% 0.67 0.5% 87% False False 664,700
40 142.00 138.41 3.59 2.5% 0.75 0.5% 91% False False 675,448
60 142.62 138.41 4.21 3.0% 0.75 0.5% 78% False False 490,536
80 144.49 138.41 6.08 4.3% 0.76 0.5% 54% False False 368,060
100 144.49 138.26 6.23 4.4% 0.71 0.5% 55% False False 294,462
120 144.49 138.26 6.23 4.4% 0.65 0.5% 55% False False 245,395
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.75
2.618 143.64
1.618 142.96
1.000 142.54
0.618 142.28
HIGH 141.86
0.618 141.60
0.500 141.52
0.382 141.44
LOW 141.18
0.618 140.76
1.000 140.50
1.618 140.08
2.618 139.40
4.250 138.29
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 141.63 141.63
PP 141.57 141.57
S1 141.52 141.52

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

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