Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 140.96 140.69 -0.27 -0.2% 141.50
High 141.29 140.69 -0.60 -0.4% 141.86
Low 140.60 139.62 -0.98 -0.7% 140.45
Close 140.69 139.67 -1.02 -0.7% 141.66
Range 0.69 1.07 0.38 55.1% 1.41
ATR 0.89 0.91 0.01 1.4% 0.00
Volume 882 6,132 5,250 595.2% 9,138
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 143.20 142.51 140.26
R3 142.13 141.44 139.96
R2 141.06 141.06 139.87
R1 140.37 140.37 139.77 140.18
PP 139.99 139.99 139.99 139.90
S1 139.30 139.30 139.57 139.11
S2 138.92 138.92 139.47
S3 137.85 138.23 139.38
S4 136.78 137.16 139.08
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
5 141.85 139.62 2.23 1.6% 0.70 0.5% 2% False True 2,693
10 143.35 139.62 3.73 2.7% 0.93 0.7% 1% False True 1,709
20 144.49 139.62 4.87 3.5% 0.87 0.6% 1% False True 1,343
40 144.49 138.26 6.23 4.5% 0.68 0.5% 23% False False 728
60 144.49 138.26 6.23 4.5% 0.58 0.4% 23% False False 514
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 0.09
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 145.24
2.618 143.49
1.618 142.42
1.000 141.76
0.618 141.35
HIGH 140.69
0.618 140.28
0.500 140.16
0.382 140.03
LOW 139.62
0.618 138.96
1.000 138.55
1.618 137.89
2.618 136.82
4.250 135.07
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 140.16 140.71
PP 139.99 140.36
S1 139.83 140.02

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

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