Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 140.76 140.84 0.08 0.1% 141.47
High 141.29 141.30 0.01 0.0% 143.35
Low 140.76 140.80 0.04 0.0% 141.00
Close 141.01 140.82 -0.19 -0.1% 141.20
Range 0.53 0.50 -0.03 -5.7% 2.35
ATR 0.93 0.90 -0.03 -3.3% 0.00
Volume 2,157 406 -1,751 -81.2% 4,982
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 142.47 142.15 141.10
R3 141.97 141.65 140.96
R2 141.47 141.47 140.91
R1 141.15 141.15 140.87 141.06
PP 140.97 140.97 140.97 140.93
S1 140.65 140.65 140.77 140.56
S2 140.47 140.47 140.73
S3 139.97 140.15 140.68
S4 139.47 139.65 140.55
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
5 143.19 140.45 2.74 1.9% 0.91 0.6% 14% False False 782
10 143.35 140.45 2.90 2.1% 1.01 0.7% 13% False False 1,079
20 144.49 140.45 4.04 2.9% 0.80 0.6% 9% False False 752
40 144.49 138.26 6.23 4.4% 0.67 0.5% 41% False False 416
60 144.49 138.26 6.23 4.4% 0.56 0.4% 41% False False 296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.08
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 143.43
2.618 142.61
1.618 142.11
1.000 141.80
0.618 141.61
HIGH 141.30
0.618 141.11
0.500 141.05
0.382 140.99
LOW 140.80
0.618 140.49
1.000 140.30
1.618 139.99
2.618 139.49
4.250 138.68
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 141.05 140.88
PP 140.97 140.86
S1 140.90 140.84

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

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