Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 142.07 142.05 -0.02 0.0% 141.06
High 142.28 142.30 0.02 0.0% 142.04
Low 141.95 141.65 -0.30 -0.2% 141.03
Close 142.13 142.09 -0.04 0.0% 141.87
Range 0.33 0.65 0.32 97.0% 1.01
ATR 0.69 0.69 0.00 -0.4% 0.00
Volume 532,739 532,739 0 0.0% 2,940,593
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 143.96 143.68 142.45
R3 143.31 143.03 142.27
R2 142.66 142.66 142.21
R1 142.38 142.38 142.15 142.52
PP 142.01 142.01 142.01 142.09
S1 141.73 141.73 142.03 141.87
S2 141.36 141.36 141.97
S3 140.71 141.08 141.91
S4 140.06 140.43 141.73
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
5 142.30 141.18 1.12 0.8% 0.54 0.4% 81% True False 552,600
10 142.30 139.88 2.42 1.7% 0.59 0.4% 91% True False 603,505
20 142.30 139.45 2.85 2.0% 0.65 0.5% 93% True False 658,743
40 142.30 138.41 3.89 2.7% 0.70 0.5% 95% True False 664,281
60 142.62 138.41 4.21 3.0% 0.75 0.5% 87% False False 527,848
80 144.49 138.41 6.08 4.3% 0.76 0.5% 61% False False 396,136
100 144.49 138.26 6.23 4.4% 0.70 0.5% 61% False False 316,936
120 144.49 138.26 6.23 4.4% 0.65 0.5% 61% False False 264,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.06
2.618 144.00
1.618 143.35
1.000 142.95
0.618 142.70
HIGH 142.30
0.618 142.05
0.500 141.98
0.382 141.90
LOW 141.65
0.618 141.25
1.000 141.00
1.618 140.60
2.618 139.95
4.250 138.89
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 142.05 142.01
PP 142.01 141.93
S1 141.98 141.85

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

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