Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 143.50 144.30 0.80 0.6% 143.18
High 144.13 144.49 0.36 0.2% 144.13
Low 143.45 143.84 0.39 0.3% 143.03
Close 144.06 143.84 -0.22 -0.2% 144.06
Range 0.68 0.65 -0.03 -4.4% 1.10
ATR 0.63 0.63 0.00 0.2% 0.00
Volume 446 213 -233 -52.2% 641
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.01 145.57 144.20
R3 145.36 144.92 144.02
R2 144.71 144.71 143.96
R1 144.27 144.27 143.90 144.17
PP 144.06 144.06 144.06 144.00
S1 143.62 143.62 143.78 143.52
S2 143.41 143.41 143.72
S3 142.76 142.97 143.66
S4 142.11 142.32 143.48
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 147.04 146.65 144.67
R3 145.94 145.55 144.36
R2 144.84 144.84 144.26
R1 144.45 144.45 144.16 144.65
PP 143.74 143.74 143.74 143.84
S1 143.35 143.35 143.96 143.55
S2 142.64 142.64 143.86
S3 141.54 142.25 143.76
S4 140.44 141.15 143.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.49 143.03 1.46 1.0% 0.51 0.4% 55% True False 168
10 144.49 142.28 2.21 1.5% 0.44 0.3% 71% True False 212
20 144.49 138.26 6.23 4.3% 0.44 0.3% 90% True False 136
40 144.49 138.26 6.23 4.3% 0.48 0.3% 90% True False 116
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 True
Stretch 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.25
2.618 146.19
1.618 145.54
1.000 145.14
0.618 144.89
HIGH 144.49
0.618 144.24
0.500 144.17
0.382 144.09
LOW 143.84
0.618 143.44
1.000 143.19
1.618 142.79
2.618 142.14
4.250 141.08
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 144.17 143.84
PP 144.06 143.83
S1 143.95 143.83

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

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