Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 142.23 142.12 -0.11 -0.1% 143.11
High 142.50 142.36 -0.14 -0.1% 143.22
Low 142.15 141.84 -0.31 -0.2% 142.01
Close 142.43 142.23 -0.20 -0.1% 142.12
Range 0.35 0.52 0.17 48.6% 1.21
ATR 0.59 0.59 0.00 0.0% 0.00
Volume 641,010 782,638 141,628 22.1% 2,101,038
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 143.70 143.49 142.52
R3 143.18 142.97 142.37
R2 142.66 142.66 142.33
R1 142.45 142.45 142.28 142.56
PP 142.14 142.14 142.14 142.20
S1 141.93 141.93 142.18 142.04
S2 141.62 141.62 142.13
S3 141.10 141.41 142.09
S4 140.58 140.89 141.94
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.08 145.31 142.79
R3 144.87 144.10 142.45
R2 143.66 143.66 142.34
R1 142.89 142.89 142.23 142.67
PP 142.45 142.45 142.45 142.34
S1 141.68 141.68 142.01 141.46
S2 141.24 141.24 141.90
S3 140.03 140.47 141.79
S4 138.82 139.26 141.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.22 141.84 1.38 1.0% 0.55 0.4% 28% False True 568,390
10 143.48 141.84 1.64 1.2% 0.51 0.4% 24% False True 572,465
20 143.48 141.18 2.30 1.6% 0.54 0.4% 46% False False 587,462
40 143.48 139.45 4.03 2.8% 0.60 0.4% 69% False False 623,900
60 143.48 138.41 5.07 3.6% 0.69 0.5% 75% False False 660,043
80 143.48 138.41 5.07 3.6% 0.70 0.5% 75% False False 498,691
100 144.49 138.41 6.08 4.3% 0.71 0.5% 63% False False 399,073
120 144.49 138.26 6.23 4.4% 0.69 0.5% 64% False False 332,572
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 144.57
2.618 143.72
1.618 143.20
1.000 142.88
0.618 142.68
HIGH 142.36
0.618 142.16
0.500 142.10
0.382 142.04
LOW 141.84
0.618 141.52
1.000 141.32
1.618 141.00
2.618 140.48
4.250 139.63
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 142.19 142.21
PP 142.14 142.19
S1 142.10 142.17

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

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