Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 141.60 140.96 -0.64 -0.5% 141.50
High 141.80 141.29 -0.51 -0.4% 141.86
Low 140.97 140.60 -0.37 -0.3% 140.45
Close 141.43 140.69 -0.74 -0.5% 141.66
Range 0.83 0.69 -0.14 -16.9% 1.41
ATR 0.90 0.89 0.00 -0.6% 0.00
Volume 208 882 674 324.0% 9,138
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 142.93 142.50 141.07
R3 142.24 141.81 140.88
R2 141.55 141.55 140.82
R1 141.12 141.12 140.75 140.99
PP 140.86 140.86 140.86 140.80
S1 140.43 140.43 140.63 140.30
S2 140.17 140.17 140.56
S3 139.48 139.74 140.50
S4 138.79 139.05 140.31
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
5 141.85 140.60 1.25 0.9% 0.60 0.4% 7% False True 1,898
10 143.35 140.45 2.90 2.1% 0.93 0.7% 8% False False 1,112
20 144.49 140.45 4.04 2.9% 0.84 0.6% 6% False False 1,043
40 144.49 138.26 6.23 4.4% 0.66 0.5% 39% False False 589
60 144.49 138.26 6.23 4.4% 0.56 0.4% 39% False False 412
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.22
2.618 143.10
1.618 142.41
1.000 141.98
0.618 141.72
HIGH 141.29
0.618 141.03
0.500 140.95
0.382 140.86
LOW 140.60
0.618 140.17
1.000 139.91
1.618 139.48
2.618 138.79
4.250 137.67
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 140.95 141.23
PP 140.86 141.05
S1 140.78 140.87

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

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