Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 140.69 139.55 -1.14 -0.8% 141.50
High 140.69 140.14 -0.55 -0.4% 141.86
Low 139.62 139.30 -0.32 -0.2% 140.45
Close 139.67 140.06 0.39 0.3% 141.66
Range 1.07 0.84 -0.23 -21.5% 1.41
ATR 0.91 0.90 0.00 -0.5% 0.00
Volume 6,132 3,210 -2,922 -47.7% 9,138
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 142.35 142.05 140.52
R3 141.51 141.21 140.29
R2 140.67 140.67 140.21
R1 140.37 140.37 140.14 140.52
PP 139.83 139.83 139.83 139.91
S1 139.53 139.53 139.98 139.68
S2 138.99 138.99 139.91
S3 138.15 138.69 139.83
S4 137.31 137.85 139.60
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
5 141.85 139.30 2.55 1.8% 0.77 0.6% 30% False True 3,254
10 143.19 139.30 3.89 2.8% 0.84 0.6% 20% False True 2,018
20 144.49 139.30 5.19 3.7% 0.89 0.6% 15% False True 1,502
40 144.49 138.26 6.23 4.4% 0.68 0.5% 29% False False 808
60 144.49 138.26 6.23 4.4% 0.60 0.4% 29% False False 567
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 True
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.71
2.618 142.34
1.618 141.50
1.000 140.98
0.618 140.66
HIGH 140.14
0.618 139.82
0.500 139.72
0.382 139.62
LOW 139.30
0.618 138.78
1.000 138.46
1.618 137.94
2.618 137.10
4.250 135.73
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 139.95 140.30
PP 139.83 140.22
S1 139.72 140.14

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

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