Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 141.92 142.16 0.24 0.2% 139.99
High 142.37 143.30 0.93 0.7% 141.75
Low 141.45 142.15 0.70 0.5% 139.73
Close 141.50 143.21 1.71 1.2% 141.39
Range 0.92 1.15 0.23 25.0% 2.02
ATR 0.87 0.94 0.07 7.6% 0.00
Volume 2,649 878 -1,771 -66.9% 25,524
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 146.34 145.92 143.84
R3 145.19 144.77 143.53
R2 144.04 144.04 143.42
R1 143.62 143.62 143.32 143.83
PP 142.89 142.89 142.89 142.99
S1 142.47 142.47 143.10 142.68
S2 141.74 141.74 143.00
S3 140.59 141.32 142.89
S4 139.44 140.17 142.58
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
5 143.30 141.11 2.19 1.5% 0.65 0.5% 96% True False 1,042
10 143.30 139.73 3.57 2.5% 0.76 0.5% 97% True False 3,107
20 144.07 139.73 4.34 3.0% 0.77 0.5% 80% False False 4,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 148.19
2.618 146.31
1.618 145.16
1.000 144.45
0.618 144.01
HIGH 143.30
0.618 142.86
0.500 142.73
0.382 142.59
LOW 142.15
0.618 141.44
1.000 141.00
1.618 140.29
2.618 139.14
4.250 137.26
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 143.05 142.93
PP 142.89 142.65
S1 142.73 142.38

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

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