Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 141.15 140.76 -0.39 -0.3% 141.47
High 141.28 141.29 0.01 0.0% 143.35
Low 140.45 140.76 0.31 0.2% 141.00
Close 140.59 141.01 0.42 0.3% 141.20
Range 0.83 0.53 -0.30 -36.1% 2.35
ATR 0.94 0.93 -0.02 -1.8% 0.00
Volume 707 2,157 1,450 205.1% 4,982
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 142.61 142.34 141.30
R3 142.08 141.81 141.16
R2 141.55 141.55 141.11
R1 141.28 141.28 141.06 141.42
PP 141.02 141.02 141.02 141.09
S1 140.75 140.75 140.96 140.89
S2 140.49 140.49 140.91
S3 139.96 140.22 140.86
S4 139.43 139.69 140.72
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
5 143.35 140.45 2.90 2.1% 1.16 0.8% 19% False False 725
10 143.35 140.45 2.90 2.1% 1.08 0.8% 19% False False 1,073
20 144.49 140.45 4.04 2.9% 0.78 0.6% 14% False False 740
40 144.49 138.26 6.23 4.4% 0.66 0.5% 44% False False 406
60 144.49 138.26 6.23 4.4% 0.55 0.4% 44% False False 290
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 False
Stretch 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.54
2.618 142.68
1.618 142.15
1.000 141.82
0.618 141.62
HIGH 141.29
0.618 141.09
0.500 141.03
0.382 140.96
LOW 140.76
0.618 140.43
1.000 140.23
1.618 139.90
2.618 139.37
4.250 138.51
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 141.03 141.16
PP 141.02 141.11
S1 141.02 141.06

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

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