Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 141.98 142.47 0.49 0.3% 142.13
High 142.53 142.58 0.05 0.0% 142.62
Low 141.90 141.45 -0.45 -0.3% 141.45
Close 142.43 142.30 -0.13 -0.1% 142.30
Range 0.63 1.13 0.50 79.4% 1.17
ATR 0.83 0.85 0.02 2.5% 0.00
Volume 24,843 120,348 95,505 384.4% 194,169
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.50 145.03 142.92
R3 144.37 143.90 142.61
R2 143.24 143.24 142.51
R1 142.77 142.77 142.40 142.44
PP 142.11 142.11 142.11 141.95
S1 141.64 141.64 142.20 141.31
S2 140.98 140.98 142.09
S3 139.85 140.51 141.99
S4 138.72 139.38 141.68
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.63 145.14 142.94
R3 144.46 143.97 142.62
R2 143.29 143.29 142.51
R1 142.80 142.80 142.41 143.05
PP 142.12 142.12 142.12 142.25
S1 141.63 141.63 142.19 141.88
S2 140.95 140.95 142.09
S3 139.78 140.46 141.98
S4 138.61 139.29 141.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.62 141.45 1.17 0.8% 0.70 0.5% 73% False True 38,833
10 142.62 139.47 3.15 2.2% 0.78 0.5% 90% False False 26,876
20 142.62 139.30 3.32 2.3% 0.73 0.5% 90% False False 14,635
40 144.49 139.30 5.19 3.6% 0.74 0.5% 58% False False 7,618
60 144.49 138.26 6.23 4.4% 0.69 0.5% 65% False False 5,101
80 144.49 138.26 6.23 4.4% 0.58 0.4% 65% False False 3,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 147.38
2.618 145.54
1.618 144.41
1.000 143.71
0.618 143.28
HIGH 142.58
0.618 142.15
0.500 142.02
0.382 141.88
LOW 141.45
0.618 140.75
1.000 140.32
1.618 139.62
2.618 138.49
4.250 136.65
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 142.21 142.21
PP 142.11 142.12
S1 142.02 142.04

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

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