Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 143.80 144.07 0.27 0.2% 144.95
High 144.01 144.87 0.86 0.6% 144.99
Low 143.48 143.98 0.50 0.3% 143.66
Close 143.89 144.65 0.76 0.5% 143.76
Range 0.53 0.89 0.36 67.9% 1.33
ATR 0.58 0.61 0.03 4.9% 0.00
Volume 37,105 67,639 30,534 82.3% 67,060
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 147.17 146.80 145.14
R3 146.28 145.91 144.89
R2 145.39 145.39 144.81
R1 145.02 145.02 144.73 145.21
PP 144.50 144.50 144.50 144.59
S1 144.13 144.13 144.57 144.32
S2 143.61 143.61 144.49
S3 142.72 143.24 144.41
S4 141.83 142.35 144.16
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 148.13 147.27 144.49
R3 146.80 145.94 144.13
R2 145.47 145.47 144.00
R1 144.61 144.61 143.88 144.38
PP 144.14 144.14 144.14 144.02
S1 143.28 143.28 143.64 143.05
S2 142.81 142.81 143.52
S3 141.48 141.95 143.39
S4 140.15 140.62 143.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.87 143.48 1.39 1.0% 0.49 0.3% 84% True False 32,274
10 145.21 143.48 1.73 1.2% 0.51 0.3% 68% False False 20,889
20 145.23 143.00 2.23 1.5% 0.54 0.4% 74% False False 13,349
40 145.23 140.95 4.28 3.0% 0.59 0.4% 86% False False 8,323
60 145.23 139.73 5.50 3.8% 0.63 0.4% 89% False False 6,223
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 148.65
2.618 147.20
1.618 146.31
1.000 145.76
0.618 145.42
HIGH 144.87
0.618 144.53
0.500 144.43
0.382 144.32
LOW 143.98
0.618 143.43
1.000 143.09
1.618 142.54
2.618 141.65
4.250 140.20
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 144.58 144.49
PP 144.50 144.33
S1 144.43 144.18

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

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