Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 142.54 141.63 -0.91 -0.6% 144.30
High 142.54 143.35 0.81 0.6% 144.49
Low 141.54 141.60 0.06 0.0% 141.00
Close 141.74 143.11 1.37 1.0% 141.48
Range 1.00 1.75 0.75 75.0% 3.49
ATR 0.80 0.87 0.07 8.5% 0.00
Volume 159 120 -39 -24.5% 5,049
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 147.94 147.27 144.07
R3 146.19 145.52 143.59
R2 144.44 144.44 143.43
R1 143.77 143.77 143.27 144.11
PP 142.69 142.69 142.69 142.85
S1 142.02 142.02 142.95 142.36
S2 140.94 140.94 142.79
S3 139.19 140.27 142.63
S4 137.44 138.52 142.15
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 152.79 150.63 143.40
R3 149.30 147.14 142.44
R2 145.81 145.81 142.12
R1 143.65 143.65 141.80 142.99
PP 142.32 142.32 142.32 141.99
S1 140.16 140.16 141.16 139.50
S2 138.83 138.83 140.84
S3 135.34 136.67 140.52
S4 131.85 133.18 139.56
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 1.6% 1.11 0.8% 90% True False 1,377
10 144.49 141.00 3.49 2.4% 0.94 0.7% 60% False False 986
20 144.49 141.00 3.49 2.4% 0.67 0.5% 60% False False 573
40 144.49 138.26 6.23 4.4% 0.63 0.4% 78% False False 320
60 144.49 138.26 6.23 4.4% 0.49 0.3% 78% False False 234
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 0.10
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 150.79
2.618 147.93
1.618 146.18
1.000 145.10
0.618 144.43
HIGH 143.35
0.618 142.68
0.500 142.48
0.382 142.27
LOW 141.60
0.618 140.52
1.000 139.85
1.618 138.77
2.618 137.02
4.250 134.16
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 142.90 142.89
PP 142.69 142.67
S1 142.48 142.45

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

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