Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 142.80 142.88 0.08 0.1% 142.23
High 143.02 143.12 0.10 0.1% 143.15
Low 142.63 142.72 0.09 0.1% 141.84
Close 142.84 142.79 -0.05 0.0% 142.79
Range 0.39 0.40 0.01 2.6% 1.31
ATR 0.60 0.59 -0.01 -2.4% 0.00
Volume 711,578 1,261,818 550,240 77.3% 4,084,443
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 144.08 143.83 143.01
R3 143.68 143.43 142.90
R2 143.28 143.28 142.86
R1 143.03 143.03 142.83 142.96
PP 142.88 142.88 142.88 142.84
S1 142.63 142.63 142.75 142.56
S2 142.48 142.48 142.72
S3 142.08 142.23 142.68
S4 141.68 141.83 142.57
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.52 145.97 143.51
R3 145.21 144.66 143.15
R2 143.90 143.90 143.03
R1 143.35 143.35 142.91 143.63
PP 142.59 142.59 142.59 142.73
S1 142.04 142.04 142.67 142.32
S2 141.28 141.28 142.55
S3 139.97 140.73 142.43
S4 138.66 139.42 142.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.15 141.84 1.31 0.9% 0.50 0.3% 73% False False 816,888
10 143.45 141.84 1.61 1.1% 0.51 0.4% 59% False False 659,201
20 143.48 141.39 2.09 1.5% 0.54 0.4% 67% False False 630,380
40 143.48 139.45 4.03 2.8% 0.60 0.4% 83% False False 644,750
60 143.48 138.41 5.07 3.6% 0.67 0.5% 86% False False 653,181
80 143.48 138.41 5.07 3.6% 0.70 0.5% 86% False False 531,915
100 144.49 138.41 6.08 4.3% 0.71 0.5% 72% False False 425,680
120 144.49 138.26 6.23 4.4% 0.68 0.5% 73% False False 354,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.82
2.618 144.17
1.618 143.77
1.000 143.52
0.618 143.37
HIGH 143.12
0.618 142.97
0.500 142.92
0.382 142.87
LOW 142.72
0.618 142.47
1.000 142.32
1.618 142.07
2.618 141.67
4.250 141.02
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 142.92 142.77
PP 142.88 142.75
S1 142.83 142.74

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

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