Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 141.68 142.07 0.39 0.3% 141.06
High 142.04 142.28 0.24 0.2% 142.04
Low 141.39 141.95 0.56 0.4% 141.03
Close 141.87 142.13 0.26 0.2% 141.87
Range 0.65 0.33 -0.32 -49.2% 1.01
ATR 0.71 0.69 -0.02 -3.0% 0.00
Volume 666,280 532,739 -133,541 -20.0% 2,940,593
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 143.11 142.95 142.31
R3 142.78 142.62 142.22
R2 142.45 142.45 142.19
R1 142.29 142.29 142.16 142.37
PP 142.12 142.12 142.12 142.16
S1 141.96 141.96 142.10 142.04
S2 141.79 141.79 142.07
S3 141.46 141.63 142.04
S4 141.13 141.30 141.95
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 144.68 144.28 142.43
R3 143.67 143.27 142.15
R2 142.66 142.66 142.06
R1 142.26 142.26 141.96 142.46
PP 141.65 141.65 141.65 141.75
S1 141.25 141.25 141.78 141.45
S2 140.64 140.64 141.68
S3 139.63 140.24 141.59
S4 138.62 139.23 141.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.28 141.18 1.10 0.8% 0.54 0.4% 86% True False 600,289
10 142.28 139.87 2.41 1.7% 0.59 0.4% 94% True False 634,071
20 142.28 139.45 2.83 2.0% 0.65 0.5% 95% True False 664,356
40 142.28 138.41 3.87 2.7% 0.70 0.5% 96% True False 665,459
60 142.62 138.41 4.21 3.0% 0.75 0.5% 88% False False 518,973
80 144.49 138.41 6.08 4.3% 0.76 0.5% 61% False False 389,477
100 144.49 138.26 6.23 4.4% 0.72 0.5% 62% False False 311,608
120 144.49 138.26 6.23 4.4% 0.66 0.5% 62% False False 259,683
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 143.68
2.618 143.14
1.618 142.81
1.000 142.61
0.618 142.48
HIGH 142.28
0.618 142.15
0.500 142.12
0.382 142.08
LOW 141.95
0.618 141.75
1.000 141.62
1.618 141.42
2.618 141.09
4.250 140.55
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 142.13 142.03
PP 142.12 141.93
S1 142.12 141.84

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

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