Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 143.20 143.34 0.14 0.1% 142.07
High 143.41 143.37 -0.04 0.0% 143.47
Low 142.83 142.91 0.08 0.1% 141.65
Close 143.14 143.13 -0.01 0.0% 143.14
Range 0.58 0.46 -0.12 -20.7% 1.82
ATR 0.65 0.64 -0.01 -2.1% 0.00
Volume 610,745 501,759 -108,986 -17.8% 2,877,458
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 144.52 144.28 143.38
R3 144.06 143.82 143.26
R2 143.60 143.60 143.21
R1 143.36 143.36 143.17 143.25
PP 143.14 143.14 143.14 143.08
S1 142.90 142.90 143.09 142.79
S2 142.68 142.68 143.05
S3 142.22 142.44 143.00
S4 141.76 141.98 142.88
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
5 143.48 142.83 0.65 0.5% 0.46 0.3% 46% False False 557,919
10 143.48 141.39 2.09 1.5% 0.57 0.4% 83% False False 601,559
20 143.48 139.67 3.81 2.7% 0.60 0.4% 91% False False 630,038
40 143.48 139.45 4.03 2.8% 0.64 0.4% 91% False False 640,998
60 143.48 138.41 5.07 3.5% 0.72 0.5% 93% False False 597,983
80 143.48 138.41 5.07 3.5% 0.77 0.5% 93% False False 449,649
100 144.49 138.26 6.23 4.4% 0.71 0.5% 78% False False 359,765
120 144.49 138.26 6.23 4.4% 0.68 0.5% 78% False False 299,818
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145.33
2.618 144.57
1.618 144.11
1.000 143.83
0.618 143.65
HIGH 143.37
0.618 143.19
0.500 143.14
0.382 143.09
LOW 142.91
0.618 142.63
1.000 142.45
1.618 142.17
2.618 141.71
4.250 140.96
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 143.14 143.16
PP 143.14 143.15
S1 143.13 143.14

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

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