Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 140.69 141.50 0.81 0.6% 138.82
High 141.73 141.72 -0.01 0.0% 140.35
Low 140.62 141.29 0.67 0.5% 138.41
Close 141.63 141.57 -0.06 0.0% 140.00
Range 1.11 0.43 -0.68 -61.3% 1.94
ATR 0.94 0.91 -0.04 -3.9% 0.00
Volume 610,158 640,633 30,475 5.0% 3,350,579
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 142.82 142.62 141.81
R3 142.39 142.19 141.69
R2 141.96 141.96 141.65
R1 141.76 141.76 141.61 141.86
PP 141.53 141.53 141.53 141.58
S1 141.33 141.33 141.53 141.43
S2 141.10 141.10 141.49
S3 140.67 140.90 141.45
S4 140.24 140.47 141.33
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 145.41 144.64 141.07
R3 143.47 142.70 140.53
R2 141.53 141.53 140.36
R1 140.76 140.76 140.18 141.15
PP 139.59 139.59 139.59 139.78
S1 138.82 138.82 139.82 139.21
S2 137.65 137.65 139.64
S3 135.71 136.88 139.47
S4 133.77 134.94 138.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.73 139.60 2.13 1.5% 0.74 0.5% 92% False False 690,648
10 141.73 138.41 3.32 2.3% 0.81 0.6% 95% False False 693,867
20 142.58 138.41 4.17 2.9% 0.89 0.6% 76% False False 681,494
40 143.35 138.41 4.94 3.5% 0.86 0.6% 64% False False 344,453
60 144.49 138.41 6.08 4.3% 0.78 0.6% 52% False False 229,826
80 144.49 138.26 6.23 4.4% 0.74 0.5% 53% False False 172,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 143.55
2.618 142.85
1.618 142.42
1.000 142.15
0.618 141.99
HIGH 141.72
0.618 141.56
0.500 141.51
0.382 141.45
LOW 141.29
0.618 141.02
1.000 140.86
1.618 140.59
2.618 140.16
4.250 139.46
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 141.55 141.33
PP 141.53 141.09
S1 141.51 140.85

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

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