Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 142.05 142.08 0.03 0.0% 141.06
High 142.30 142.88 0.58 0.4% 142.04
Low 141.65 141.77 0.12 0.1% 141.03
Close 142.09 142.75 0.66 0.5% 141.87
Range 0.65 1.11 0.46 70.8% 1.01
ATR 0.69 0.72 0.03 4.4% 0.00
Volume 532,739 747,120 214,381 40.2% 2,940,593
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 145.80 145.38 143.36
R3 144.69 144.27 143.06
R2 143.58 143.58 142.95
R1 143.16 143.16 142.85 143.37
PP 142.47 142.47 142.47 142.57
S1 142.05 142.05 142.65 142.26
S2 141.36 141.36 142.55
S3 140.25 140.94 142.44
S4 139.14 139.83 142.14
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
5 142.88 141.39 1.49 1.0% 0.62 0.4% 91% True False 598,899
10 142.88 139.88 3.00 2.1% 0.65 0.5% 96% True False 605,340
20 142.88 139.45 3.43 2.4% 0.68 0.5% 96% True False 662,761
40 142.88 138.41 4.47 3.1% 0.70 0.5% 97% True False 664,088
60 142.88 138.41 4.47 3.1% 0.75 0.5% 97% True False 540,286
80 144.49 138.41 6.08 4.3% 0.77 0.5% 71% False False 405,475
100 144.49 138.26 6.23 4.4% 0.71 0.5% 72% False False 324,407
120 144.49 138.26 6.23 4.4% 0.66 0.5% 72% False False 270,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 147.60
2.618 145.79
1.618 144.68
1.000 143.99
0.618 143.57
HIGH 142.88
0.618 142.46
0.500 142.33
0.382 142.19
LOW 141.77
0.618 141.08
1.000 140.66
1.618 139.97
2.618 138.86
4.250 137.05
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 142.61 142.59
PP 142.47 142.43
S1 142.33 142.27

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

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