Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 144.33 145.03 0.70 0.5% 143.83
High 145.18 145.74 0.56 0.4% 144.87
Low 144.24 144.91 0.67 0.5% 143.48
Close 145.10 145.69 0.59 0.4% 144.51
Range 0.94 0.83 -0.11 -11.7% 1.39
ATR 0.63 0.64 0.01 2.3% 0.00
Volume 685,762 619,919 -65,843 -9.6% 898,734
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 147.94 147.64 146.15
R3 147.11 146.81 145.92
R2 146.28 146.28 145.84
R1 145.98 145.98 145.77 146.13
PP 145.45 145.45 145.45 145.52
S1 145.15 145.15 145.61 145.30
S2 144.62 144.62 145.54
S3 143.79 144.32 145.46
S4 142.96 143.49 145.23
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 148.46 147.87 145.27
R3 147.07 146.48 144.89
R2 145.68 145.68 144.76
R1 145.09 145.09 144.64 145.39
PP 144.29 144.29 144.29 144.43
S1 143.70 143.70 144.38 144.00
S2 142.90 142.90 144.26
S3 141.51 142.31 144.13
S4 140.12 140.92 143.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.74 143.75 1.99 1.4% 0.74 0.5% 97% True False 730,802
10 145.74 143.48 2.26 1.6% 0.64 0.4% 98% True False 401,689
20 145.74 143.48 2.26 1.6% 0.56 0.4% 98% True False 205,261
40 145.74 140.95 4.79 3.3% 0.60 0.4% 99% True False 104,276
60 145.74 139.73 6.01 4.1% 0.61 0.4% 99% True False 70,624
Crabel Price Patterns
NR True
NR4 False
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.27
2.618 147.91
1.618 147.08
1.000 146.57
0.618 146.25
HIGH 145.74
0.618 145.42
0.500 145.33
0.382 145.23
LOW 144.91
0.618 144.40
1.000 144.08
1.618 143.57
2.618 142.74
4.250 141.38
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 145.57 145.42
PP 145.45 145.15
S1 145.33 144.89

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

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