Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 143.29 143.16 -0.13 -0.1% 141.71
High 143.50 143.41 -0.09 -0.1% 143.54
Low 143.04 142.75 -0.29 -0.2% 141.45
Close 143.20 143.28 0.08 0.1% 143.40
Range 0.46 0.66 0.20 43.5% 2.09
ATR 0.80 0.79 -0.01 -1.3% 0.00
Volume 1,018 737 -281 -27.6% 5,591
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 145.13 144.86 143.64
R3 144.47 144.20 143.46
R2 143.81 143.81 143.40
R1 143.54 143.54 143.34 143.68
PP 143.15 143.15 143.15 143.21
S1 142.88 142.88 143.22 143.02
S2 142.49 142.49 143.16
S3 141.83 142.22 143.10
S4 141.17 141.56 142.92
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 149.07 148.32 144.55
R3 146.98 146.23 143.97
R2 144.89 144.89 143.78
R1 144.14 144.14 143.59 144.52
PP 142.80 142.80 142.80 142.98
S1 142.05 142.05 143.21 142.43
S2 140.71 140.71 143.02
S3 138.62 139.96 142.83
S4 136.53 137.87 142.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.54 142.73 0.81 0.6% 0.52 0.4% 68% False False 1,800
10 143.54 141.11 2.43 1.7% 0.58 0.4% 89% False False 1,449
20 143.54 139.73 3.81 2.7% 0.70 0.5% 93% False False 2,044
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 146.22
2.618 145.14
1.618 144.48
1.000 144.07
0.618 143.82
HIGH 143.41
0.618 143.16
0.500 143.08
0.382 143.00
LOW 142.75
0.618 142.34
1.000 142.09
1.618 141.68
2.618 141.02
4.250 139.95
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 143.21 143.23
PP 143.15 143.17
S1 143.08 143.12

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

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