Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 09-Oct-2012

Day Change Summary
	Previous	Current
	08-Oct-2012	09-Oct-2012	Change	Change %	Previous Week
Open	141.07	141.29	0.22	0.2%	141.69
High	141.45	141.57	0.12	0.1%	141.91
Low	141.06	141.05	-0.01	0.0%	140.71
Close	141.39	141.38	-0.01	0.0%	140.87
Range	0.39	0.52	0.13	33.3%	1.20
ATR	0.80	0.78	-0.02	-2.5%	0.00
Volume	655,914	645,012	-10,902	-1.7%	2,876,626

Daily Pivots for day following 09-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.89	142.66	141.67
R3	142.37	142.14	141.52
R2	141.85	141.85	141.48
R1	141.62	141.62	141.43	141.74
PP	141.33	141.33	141.33	141.39
S1	141.10	141.10	141.33	141.22
S2	140.81	140.81	141.28
S3	140.29	140.58	141.24
S4	139.77	140.06	141.09

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.76	144.02	141.53
R3	143.56	142.82	141.20
R2	142.36	142.36	141.09
R1	141.62	141.62	140.98	141.39
PP	141.16	141.16	141.16	141.05
S1	140.42	140.42	140.76	140.19
S2	139.96	139.96	140.65
S3	138.76	139.22	140.54
S4	137.56	138.02	140.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.91	140.71	1.20	0.8%	0.58	0.4%	56%	False	False	609,745
10	141.95	140.62	1.33	0.9%	0.62	0.4%	57%	False	False	597,878
20	141.95	138.41	3.54	2.5%	0.75	0.5%	84%	False	False	669,819
40	142.62	138.41	4.21	3.0%	0.79	0.6%	71%	False	False	462,401
60	144.49	138.41	6.08	4.3%	0.80	0.6%	49%	False	False	308,601
80	144.49	138.26	6.23	4.4%	0.72	0.5%	50%	False	False	231,484
100	144.49	138.26	6.23	4.4%	0.65	0.5%	50%	False	False	185,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.78
2.618	142.93
1.618	142.41
1.000	142.09
0.618	141.89
HIGH	141.57
0.618	141.37
0.500	141.31
0.382	141.25
LOW	141.05
0.618	140.73
1.000	140.53
1.618	140.21
2.618	139.69
4.250	138.84

Fisher Pivots for day following 09-Oct-2012
Pivot	1 day	3 day
R1	141.36	141.30
PP	141.33	141.22
S1	141.31	141.14

Download as Excel Spreadsheet

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

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