Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 144.71 144.57 -0.14 -0.1% 145.81
High 145.02 144.84 -0.18 -0.1% 146.17
Low 144.61 144.11 -0.50 -0.3% 144.73
Close 144.86 144.41 -0.45 -0.3% 144.93
Range 0.41 0.73 0.32 78.0% 1.44
ATR 0.59 0.60 0.01 1.9% 0.00
Volume 513,488 621,747 108,259 21.1% 2,528,744
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 146.64 146.26 144.81
R3 145.91 145.53 144.61
R2 145.18 145.18 144.54
R1 144.80 144.80 144.48 144.63
PP 144.45 144.45 144.45 144.37
S1 144.07 144.07 144.34 143.90
S2 143.72 143.72 144.28
S3 142.99 143.34 144.21
S4 142.26 142.61 144.01
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 149.60 148.70 145.72
R3 148.16 147.26 145.33
R2 146.72 146.72 145.19
R1 145.82 145.82 145.06 145.55
PP 145.28 145.28 145.28 145.14
S1 144.38 144.38 144.80 144.11
S2 143.84 143.84 144.67
S3 142.40 142.94 144.53
S4 140.96 141.50 144.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.54 144.11 1.43 1.0% 0.55 0.4% 21% False True 522,088
10 146.17 144.11 2.06 1.4% 0.62 0.4% 15% False True 552,350
20 146.17 143.48 2.69 1.9% 0.57 0.4% 35% False False 413,339
40 146.17 141.40 4.77 3.3% 0.58 0.4% 63% False False 209,098
60 146.17 140.95 5.22 3.6% 0.60 0.4% 66% False False 140,419
80 146.17 139.73 6.44 4.5% 0.63 0.4% 73% False False 106,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 147.94
2.618 146.75
1.618 146.02
1.000 145.57
0.618 145.29
HIGH 144.84
0.618 144.56
0.500 144.48
0.382 144.39
LOW 144.11
0.618 143.66
1.000 143.38
1.618 142.93
2.618 142.20
4.250 141.01
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 144.48 144.68
PP 144.45 144.59
S1 144.43 144.50

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

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