Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 142.15 141.98 -0.17 -0.1% 140.14
High 142.62 142.53 -0.09 -0.1% 142.38
Low 141.69 141.90 0.21 0.1% 139.47
Close 141.86 142.43 0.57 0.4% 142.28
Range 0.93 0.63 -0.30 -32.3% 2.91
ATR 0.85 0.83 -0.01 -1.5% 0.00
Volume 33,738 24,843 -8,895 -26.4% 74,600
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 144.18 143.93 142.78
R3 143.55 143.30 142.60
R2 142.92 142.92 142.55
R1 142.67 142.67 142.49 142.80
PP 142.29 142.29 142.29 142.35
S1 142.04 142.04 142.37 142.17
S2 141.66 141.66 142.31
S3 141.03 141.41 142.26
S4 140.40 140.78 142.08
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 150.11 149.10 143.88
R3 147.20 146.19 143.08
R2 144.29 144.29 142.81
R1 143.28 143.28 142.55 143.79
PP 141.38 141.38 141.38 141.63
S1 140.37 140.37 142.01 140.88
S2 138.47 138.47 141.75
S3 135.56 137.46 141.48
S4 132.65 134.55 140.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.62 141.69 0.93 0.7% 0.60 0.4% 80% False False 16,569
10 142.62 139.47 3.15 2.2% 0.72 0.5% 94% False False 15,279
20 143.19 139.30 3.89 2.7% 0.78 0.6% 80% False False 8,649
40 144.49 139.30 5.19 3.6% 0.73 0.5% 60% False False 4,611
60 144.49 138.26 6.23 4.4% 0.68 0.5% 67% False False 3,096
80 144.49 138.26 6.23 4.4% 0.56 0.4% 67% False False 2,337
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.21
2.618 144.18
1.618 143.55
1.000 143.16
0.618 142.92
HIGH 142.53
0.618 142.29
0.500 142.22
0.382 142.14
LOW 141.90
0.618 141.51
1.000 141.27
1.618 140.88
2.618 140.25
4.250 139.22
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 142.36 142.34
PP 142.29 142.25
S1 142.22 142.16

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

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