Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 143.65 143.15 -0.50 -0.3% 143.18
High 143.65 143.15 -0.50 -0.3% 144.13
Low 142.89 142.52 -0.37 -0.3% 143.03
Close 143.33 142.98 -0.35 -0.2% 144.06
Range 0.76 0.63 -0.13 -17.1% 1.10
ATR 0.65 0.66 0.01 1.7% 0.00
Volume 1,339 640 -699 -52.2% 641
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 144.77 144.51 143.33
R3 144.14 143.88 143.15
R2 143.51 143.51 143.10
R1 143.25 143.25 143.04 143.07
PP 142.88 142.88 142.88 142.79
S1 142.62 142.62 142.92 142.44
S2 142.25 142.25 142.86
S3 141.62 141.99 142.81
S4 140.99 141.36 142.63
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
5 144.49 142.52 1.97 1.4% 0.63 0.4% 23% False True 532
10 144.49 142.52 1.97 1.4% 0.49 0.3% 23% False True 407
20 144.49 138.26 6.23 4.4% 0.49 0.3% 76% False False 229
40 144.49 138.26 6.23 4.4% 0.51 0.4% 76% False False 155
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.83
2.618 144.80
1.618 144.17
1.000 143.78
0.618 143.54
HIGH 143.15
0.618 142.91
0.500 142.84
0.382 142.76
LOW 142.52
0.618 142.13
1.000 141.89
1.618 141.50
2.618 140.87
4.250 139.84
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 142.93 143.51
PP 142.88 143.33
S1 142.84 143.16

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

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