Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
28-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 145.55 144.85 -0.70 -0.5% 144.78
High 145.82 144.90 -0.92 -0.6% 145.82
Low 145.42 143.94 -1.48 -1.0% 144.62
Close 145.64 144.07 -1.57 -1.1% 145.64
Range 0.40 0.96 0.56 140.0% 1.20
ATR 0.60 0.68 0.08 13.2% 0.00
Volume 553,926 663,119 109,193 19.7% 777,935
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 147.18 146.59 144.60
R3 146.22 145.63 144.33
R2 145.26 145.26 144.25
R1 144.67 144.67 144.16 144.49
PP 144.30 144.30 144.30 144.21
S1 143.71 143.71 143.98 143.53
S2 143.34 143.34 143.89
S3 142.38 142.75 143.81
S4 141.42 141.79 143.54
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 148.96 148.50 146.30
R3 147.76 147.30 145.97
R2 146.56 146.56 145.86
R1 146.10 146.10 145.75 146.33
PP 145.36 145.36 145.36 145.48
S1 144.90 144.90 145.53 145.13
S2 144.16 144.16 145.42
S3 142.96 143.70 145.31
S4 141.76 142.50 144.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.82 143.94 1.88 1.3% 0.62 0.4% 7% False True 401,729
10 145.82 143.80 2.02 1.4% 0.61 0.4% 13% False False 433,149
20 146.17 143.75 2.42 1.7% 0.61 0.4% 13% False False 525,859
40 146.17 143.00 3.17 2.2% 0.57 0.4% 34% False False 269,604
60 146.17 140.95 5.22 3.6% 0.60 0.4% 60% False False 180,835
80 146.17 139.73 6.44 4.5% 0.63 0.4% 67% False False 136,132
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.98
2.618 147.41
1.618 146.45
1.000 145.86
0.618 145.49
HIGH 144.90
0.618 144.53
0.500 144.42
0.382 144.31
LOW 143.94
0.618 143.35
1.000 142.98
1.618 142.39
2.618 141.43
4.250 139.86
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 144.42 144.88
PP 144.30 144.61
S1 144.19 144.34

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

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