Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 140.60 140.45 -0.15 -0.1% 142.12
High 141.00 141.28 0.28 0.2% 142.39
Low 140.37 140.45 0.08 0.1% 139.97
Close 140.84 141.10 0.26 0.2% 140.02
Range 0.63 0.83 0.20 31.7% 2.42
ATR 0.95 0.94 -0.01 -0.9% 0.00
Volume 10,970 50 -10,920 -99.5% 941
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 143.43 143.10 141.56
R3 142.60 142.27 141.33
R2 141.77 141.77 141.25
R1 141.44 141.44 141.18 141.61
PP 140.94 140.94 140.94 141.03
S1 140.61 140.61 141.02 140.78
S2 140.11 140.11 140.95
S3 139.28 139.78 140.87
S4 138.45 138.95 140.64
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 148.05 146.46 141.35
R3 145.63 144.04 140.69
R2 143.21 143.21 140.46
R1 141.62 141.62 140.24 141.21
PP 140.79 140.79 140.79 140.59
S1 139.20 139.20 139.80 138.79
S2 138.37 138.37 139.58
S3 135.95 136.78 139.35
S4 133.53 134.36 138.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.83 139.73 2.10 1.5% 0.86 0.6% 65% False False 5,173
10 142.61 139.73 2.88 2.0% 0.87 0.6% 48% False False 2,664
20 144.07 139.73 4.34 3.1% 0.81 0.6% 32% False False 4,527
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.81
2.618 143.45
1.618 142.62
1.000 142.11
0.618 141.79
HIGH 141.28
0.618 140.96
0.500 140.87
0.382 140.77
LOW 140.45
0.618 139.94
1.000 139.62
1.618 139.11
2.618 138.28
4.250 136.92
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 141.02 140.90
PP 140.94 140.70
S1 140.87 140.51

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

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