Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 144.95 144.87 -0.08 -0.1% 145.14
High 144.96 144.99 0.03 0.0% 145.23
Low 144.66 144.05 -0.61 -0.4% 144.55
Close 144.77 144.08 -0.69 -0.5% 145.08
Range 0.30 0.94 0.64 213.3% 0.68
ATR 0.61 0.64 0.02 3.8% 0.00
Volume 6,380 6,613 233 3.7% 32,216
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 147.19 146.58 144.60
R3 146.25 145.64 144.34
R2 145.31 145.31 144.25
R1 144.70 144.70 144.17 144.54
PP 144.37 144.37 144.37 144.29
S1 143.76 143.76 143.99 143.60
S2 143.43 143.43 143.91
S3 142.49 142.82 143.82
S4 141.55 141.88 143.56
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
5 145.21 144.05 1.16 0.8% 0.54 0.4% 3% False True 6,918
10 145.23 143.44 1.79 1.2% 0.58 0.4% 36% False False 6,926
20 145.23 141.40 3.83 2.7% 0.58 0.4% 70% False False 4,857
40 145.23 140.95 4.28 3.0% 0.61 0.4% 73% False False 3,959
60 145.23 139.73 5.50 3.8% 0.65 0.5% 79% False False 4,215
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 9 trading days
Fibonacci Retracements and Extensions
4.250 148.99
2.618 147.45
1.618 146.51
1.000 145.93
0.618 145.57
HIGH 144.99
0.618 144.63
0.500 144.52
0.382 144.41
LOW 144.05
0.618 143.47
1.000 143.11
1.618 142.53
2.618 141.59
4.250 140.06
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 144.52 144.63
PP 144.37 144.45
S1 144.23 144.26

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

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