Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	139.91	139.82	-0.09	-0.1%	138.82
High	140.35	140.21	-0.14	-0.1%	140.35
Low	139.78	139.60	-0.18	-0.1%	138.41
Close	140.21	140.00	-0.21	-0.1%	140.00
Range	0.57	0.61	0.04	7.0%	1.94
ATR	0.93	0.91	-0.02	-2.5%	0.00
Volume	743,729	489,218	-254,511	-34.2%	3,350,579

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.77	141.49	140.34
R3	141.16	140.88	140.17
R2	140.55	140.55	140.11
R1	140.27	140.27	140.06	140.41
PP	139.94	139.94	139.94	140.01
S1	139.66	139.66	139.94	139.80
S2	139.33	139.33	139.89
S3	138.72	139.05	139.83
S4	138.11	138.44	139.66

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.41	144.64	141.07
R3	143.47	142.70	140.53
R2	141.53	141.53	140.36
R1	140.76	140.76	140.18	141.15
PP	139.59	139.59	139.59	139.78
S1	138.82	138.82	139.82	139.21
S2	137.65	137.65	139.64
S3	135.71	136.88	139.47
S4	133.77	134.94	138.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.35	138.41	1.94	1.4%	0.70	0.5%	82%	False	False	670,115
10	140.98	138.41	2.57	1.8%	0.87	0.6%	62%	False	False	686,414
20	142.62	138.41	4.21	3.0%	0.85	0.6%	38%	False	False	536,193
40	143.35	138.41	4.94	3.5%	0.88	0.6%	32%	False	False	270,522
60	144.49	138.26	6.23	4.5%	0.77	0.6%	28%	False	False	180,428
80	144.49	138.26	6.23	4.5%	0.71	0.5%	28%	False	False	135,338

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	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.80
2.618	141.81
1.618	141.20
1.000	140.82
0.618	140.59
HIGH	140.21
0.618	139.98
0.500	139.91
0.382	139.83
LOW	139.60
0.618	139.22
1.000	138.99
1.618	138.61
2.618	138.00
4.250	137.01

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	139.97	139.90
PP	139.94	139.79
S1	139.91	139.69

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols