Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 142.71 143.05 0.34 0.2% 142.07
High 143.18 143.47 0.29 0.2% 143.47
Low 142.57 142.94 0.37 0.3% 141.65
Close 142.98 143.14 0.16 0.1% 143.14
Range 0.61 0.53 -0.08 -13.1% 1.82
ATR 0.71 0.70 -0.01 -1.8% 0.00
Volume 747,120 317,740 -429,380 -57.5% 2,877,458
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 144.77 144.49 143.43
R3 144.24 143.96 143.29
R2 143.71 143.71 143.24
R1 143.43 143.43 143.19 143.57
PP 143.18 143.18 143.18 143.26
S1 142.90 142.90 143.09 143.04
S2 142.65 142.65 143.04
S3 142.12 142.37 142.99
S4 141.59 141.84 142.85
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 148.21 147.50 144.14
R3 146.39 145.68 143.64
R2 144.57 144.57 143.47
R1 143.86 143.86 143.31 144.22
PP 142.75 142.75 142.75 142.93
S1 142.04 142.04 142.97 142.40
S2 140.93 140.93 142.81
S3 139.11 140.22 142.64
S4 137.29 138.40 142.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.47 141.65 1.82 1.3% 0.65 0.5% 82% True False 575,491
10 143.47 141.03 2.44 1.7% 0.64 0.4% 86% True False 581,805
20 143.47 139.45 4.02 2.8% 0.66 0.5% 92% True False 662,024
40 143.47 138.41 5.06 3.5% 0.66 0.5% 93% True False 650,736
60 143.47 138.41 5.06 3.5% 0.74 0.5% 93% True False 557,878
80 144.49 138.41 6.08 4.2% 0.78 0.5% 78% False False 418,784
100 144.49 138.26 6.23 4.4% 0.71 0.5% 78% False False 335,050
120 144.49 138.26 6.23 4.4% 0.67 0.5% 78% False False 279,222
Crabel Price Patterns
NR True
NR4 True
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.72
2.618 144.86
1.618 144.33
1.000 144.00
0.618 143.80
HIGH 143.47
0.618 143.27
0.500 143.21
0.382 143.14
LOW 142.94
0.618 142.61
1.000 142.41
1.618 142.08
2.618 141.55
4.250 140.69
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 143.21 142.97
PP 143.18 142.79
S1 143.16 142.62

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

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