Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 145.09 145.06 -0.03 0.0% 145.14
High 145.09 145.21 0.12 0.1% 145.23
Low 144.67 144.78 0.11 0.1% 144.55
Close 144.89 145.08 0.19 0.1% 145.08
Range 0.42 0.43 0.01 2.4% 0.68
ATR 0.64 0.63 -0.02 -2.4% 0.00
Volume 6,788 5,047 -1,741 -25.6% 32,216
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.31 146.13 145.32
R3 145.88 145.70 145.20
R2 145.45 145.45 145.16
R1 145.27 145.27 145.12 145.36
PP 145.02 145.02 145.02 145.07
S1 144.84 144.84 145.04 144.93
S2 144.59 144.59 145.00
S3 144.16 144.41 144.96
S4 143.73 143.98 144.84
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 146.99 146.72 145.45
R3 146.31 146.04 145.27
R2 145.63 145.63 145.20
R1 145.36 145.36 145.14 145.16
PP 144.95 144.95 144.95 144.85
S1 144.68 144.68 145.02 144.48
S2 144.27 144.27 144.96
S3 143.59 144.00 144.89
S4 142.91 143.32 144.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.23 144.55 0.68 0.5% 0.47 0.3% 78% False False 6,443
10 145.23 143.28 1.95 1.3% 0.56 0.4% 92% False False 6,593
20 145.23 141.10 4.13 2.8% 0.58 0.4% 96% False False 4,889
40 145.23 140.95 4.28 3.0% 0.61 0.4% 96% False False 3,734
60 145.23 139.73 5.50 3.8% 0.67 0.5% 97% False False 4,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.04
2.618 146.34
1.618 145.91
1.000 145.64
0.618 145.48
HIGH 145.21
0.618 145.05
0.500 145.00
0.382 144.94
LOW 144.78
0.618 144.51
1.000 144.35
1.618 144.08
2.618 143.65
4.250 142.95
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 145.05 145.01
PP 145.02 144.95
S1 145.00 144.88

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

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