Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 141.71 141.92 0.21 0.1% 139.99
High 141.93 142.37 0.44 0.3% 141.75
Low 141.69 141.45 -0.24 -0.2% 139.73
Close 141.86 141.50 -0.36 -0.3% 141.39
Range 0.24 0.92 0.68 283.3% 2.02
ATR 0.87 0.87 0.00 0.4% 0.00
Volume 1,371 2,649 1,278 93.2% 25,524
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 144.53 143.94 142.01
R3 143.61 143.02 141.75
R2 142.69 142.69 141.67
R1 142.10 142.10 141.58 141.94
PP 141.77 141.77 141.77 141.69
S1 141.18 141.18 141.42 141.02
S2 140.85 140.85 141.33
S3 139.93 140.26 141.25
S4 139.01 139.34 140.99
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 147.02 146.22 142.50
R3 145.00 144.20 141.95
R2 142.98 142.98 141.76
R1 142.18 142.18 141.58 142.58
PP 140.96 140.96 140.96 141.16
S1 140.16 140.16 141.20 140.56
S2 138.94 138.94 141.02
S3 136.92 138.14 140.83
S4 134.90 136.12 140.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.37 140.45 1.92 1.4% 0.59 0.4% 55% True False 876
10 142.37 139.73 2.64 1.9% 0.75 0.5% 67% True False 3,033
20 144.07 139.73 4.34 3.1% 0.74 0.5% 41% False False 4,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 146.28
2.618 144.78
1.618 143.86
1.000 143.29
0.618 142.94
HIGH 142.37
0.618 142.02
0.500 141.91
0.382 141.80
LOW 141.45
0.618 140.88
1.000 140.53
1.618 139.96
2.618 139.04
4.250 137.54
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 141.91 141.74
PP 141.77 141.66
S1 141.64 141.58

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

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