Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 140.45 141.60 1.15 0.8% 142.12
High 141.28 141.75 0.47 0.3% 142.39
Low 140.45 141.25 0.80 0.6% 139.97
Close 141.10 141.63 0.53 0.4% 140.02
Range 0.83 0.50 -0.33 -39.8% 2.42
ATR 0.94 0.92 -0.02 -2.2% 0.00
Volume 50 61 11 22.0% 941
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 143.04 142.84 141.91
R3 142.54 142.34 141.77
R2 142.04 142.04 141.72
R1 141.84 141.84 141.68 141.94
PP 141.54 141.54 141.54 141.60
S1 141.34 141.34 141.58 141.44
S2 141.04 141.04 141.54
S3 140.54 140.84 141.49
S4 140.04 140.34 141.36
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
5 141.75 139.73 2.02 1.4% 0.78 0.5% 94% True False 5,172
10 142.39 139.73 2.66 1.9% 0.82 0.6% 71% False False 2,639
20 144.07 139.73 4.34 3.1% 0.80 0.6% 44% False False 4,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.17
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 143.88
2.618 143.06
1.618 142.56
1.000 142.25
0.618 142.06
HIGH 141.75
0.618 141.56
0.500 141.50
0.382 141.44
LOW 141.25
0.618 140.94
1.000 140.75
1.618 140.44
2.618 139.94
4.250 139.13
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 141.59 141.44
PP 141.54 141.25
S1 141.50 141.06

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

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