Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 144.38 144.88 0.50 0.3% 143.80
High 144.90 145.22 0.32 0.2% 145.22
Low 144.28 144.68 0.40 0.3% 143.28
Close 144.69 144.86 0.17 0.1% 144.86
Range 0.62 0.54 -0.08 -12.9% 1.94
ATR 0.71 0.70 -0.01 -1.7% 0.00
Volume 3,391 11,067 7,676 226.4% 33,721
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.54 146.24 145.16
R3 146.00 145.70 145.01
R2 145.46 145.46 144.96
R1 145.16 145.16 144.91 145.04
PP 144.92 144.92 144.92 144.86
S1 144.62 144.62 144.81 144.50
S2 144.38 144.38 144.76
S3 143.84 144.08 144.71
S4 143.30 143.54 144.56
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 150.27 149.51 145.93
R3 148.33 147.57 145.39
R2 146.39 146.39 145.22
R1 145.63 145.63 145.04 146.01
PP 144.45 144.45 144.45 144.65
S1 143.69 143.69 144.68 144.07
S2 142.51 142.51 144.50
S3 140.57 141.75 144.33
S4 138.63 139.81 143.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.22 143.28 1.94 1.3% 0.65 0.4% 81% True False 6,744
10 145.22 142.73 2.49 1.7% 0.63 0.4% 86% True False 4,207
20 145.22 140.95 4.27 2.9% 0.63 0.4% 92% True False 3,779
40 145.22 139.73 5.49 3.8% 0.62 0.4% 93% True False 3,567
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 147.52
2.618 146.63
1.618 146.09
1.000 145.76
0.618 145.55
HIGH 145.22
0.618 145.01
0.500 144.95
0.382 144.89
LOW 144.68
0.618 144.35
1.000 144.14
1.618 143.81
2.618 143.27
4.250 142.39
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 144.95 144.68
PP 144.92 144.51
S1 144.89 144.33

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

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