Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 141.42 141.60 0.18 0.1% 141.50
High 141.85 141.80 -0.05 0.0% 141.86
Low 141.42 140.97 -0.45 -0.3% 140.45
Close 141.66 141.43 -0.23 -0.2% 141.66
Range 0.43 0.83 0.40 93.0% 1.41
ATR 0.90 0.90 -0.01 -0.6% 0.00
Volume 5,839 208 -5,631 -96.4% 9,138
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 143.89 143.49 141.89
R3 143.06 142.66 141.66
R2 142.23 142.23 141.58
R1 141.83 141.83 141.51 141.62
PP 141.40 141.40 141.40 141.29
S1 141.00 141.00 141.35 140.79
S2 140.57 140.57 141.28
S3 139.74 140.17 141.20
S4 138.91 139.34 140.97
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.55 145.02 142.44
R3 144.14 143.61 142.05
R2 142.73 142.73 141.92
R1 142.20 142.20 141.79 142.47
PP 141.32 141.32 141.32 141.46
S1 140.79 140.79 141.53 141.06
S2 139.91 139.91 141.40
S3 138.50 139.38 141.27
S4 137.09 137.97 140.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.85 140.45 1.40 1.0% 0.62 0.4% 70% False False 1,863
10 143.35 140.45 2.90 2.1% 0.95 0.7% 34% False False 1,424
20 144.49 140.45 4.04 2.9% 0.82 0.6% 24% False False 1,000
40 144.49 138.26 6.23 4.4% 0.64 0.5% 51% False False 567
60 144.49 138.26 6.23 4.4% 0.56 0.4% 51% False False 397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.33
2.618 143.97
1.618 143.14
1.000 142.63
0.618 142.31
HIGH 141.80
0.618 141.48
0.500 141.39
0.382 141.29
LOW 140.97
0.618 140.46
1.000 140.14
1.618 139.63
2.618 138.80
4.250 137.44
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 141.42 141.40
PP 141.40 141.36
S1 141.39 141.33

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

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