Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 141.63 143.19 1.56 1.1% 141.47
High 143.35 143.19 -0.16 -0.1% 143.35
Low 141.60 141.00 -0.60 -0.4% 141.00
Close 143.11 141.20 -1.91 -1.3% 141.20
Range 1.75 2.19 0.44 25.1% 2.35
ATR 0.87 0.96 0.09 10.9% 0.00
Volume 120 614 494 411.7% 4,982
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 148.37 146.97 142.40
R3 146.18 144.78 141.80
R2 143.99 143.99 141.60
R1 142.59 142.59 141.40 142.20
PP 141.80 141.80 141.80 141.60
S1 140.40 140.40 141.00 140.01
S2 139.61 139.61 140.80
S3 137.42 138.21 140.60
S4 135.23 136.02 140.00
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 148.90 147.40 142.49
R3 146.55 145.05 141.85
R2 144.20 144.20 141.63
R1 142.70 142.70 141.42 142.28
PP 141.85 141.85 141.85 141.64
S1 140.35 140.35 140.98 139.93
S2 139.50 139.50 140.77
S3 137.15 138.00 140.55
S4 134.80 135.65 139.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.35 141.00 2.35 1.7% 1.25 0.9% 9% False True 996
10 144.49 141.00 3.49 2.5% 1.09 0.8% 6% False True 1,003
20 144.49 141.00 3.49 2.5% 0.74 0.5% 6% False True 601
40 144.49 138.26 6.23 4.4% 0.67 0.5% 47% False False 334
60 144.49 138.26 6.23 4.4% 0.52 0.4% 47% False False 243
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 0.09
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 152.50
2.618 148.92
1.618 146.73
1.000 145.38
0.618 144.54
HIGH 143.19
0.618 142.35
0.500 142.10
0.382 141.84
LOW 141.00
0.618 139.65
1.000 138.81
1.618 137.46
2.618 135.27
4.250 131.69
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 142.10 142.18
PP 141.80 141.85
S1 141.50 141.53

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

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