Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 19-Oct-2012

Day Change Summary
	Previous	Current
	18-Oct-2012	19-Oct-2012	Change	Change %	Previous Week
Open	139.49	139.74	0.25	0.2%	141.75
High	140.13	140.48	0.35	0.2%	141.83
Low	139.45	139.71	0.26	0.2%	139.45
Close	139.82	140.11	0.29	0.2%	140.11
Range	0.68	0.77	0.09	13.2%	2.38
ATR	0.79	0.78	0.00	-0.1%	0.00
Volume	629,559	681,939	52,380	8.3%	3,793,529

Daily Pivots for day following 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.41	142.03	140.53
R3	141.64	141.26	140.32
R2	140.87	140.87	140.25
R1	140.49	140.49	140.18	140.68
PP	140.10	140.10	140.10	140.20
S1	139.72	139.72	140.04	139.91
S2	139.33	139.33	139.97
S3	138.56	138.95	139.90
S4	137.79	138.18	139.69

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.60	146.24	141.42
R3	145.22	143.86	140.76
R2	142.84	142.84	140.55
R1	141.48	141.48	140.33	140.97
PP	140.46	140.46	140.46	140.21
S1	139.10	139.10	139.89	138.59
S2	138.08	138.08	139.67
S3	135.70	136.72	139.46
S4	133.32	134.34	138.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.83	139.45	2.38	1.7%	0.75	0.5%	28%	False	False	758,705
10	141.91	139.45	2.46	1.8%	0.68	0.5%	27%	False	False	684,080
20	141.95	139.45	2.50	1.8%	0.68	0.5%	26%	False	False	661,594
40	142.62	138.41	4.21	3.0%	0.77	0.5%	40%	False	False	598,894
60	143.35	138.41	4.94	3.5%	0.82	0.6%	34%	False	False	400,879
80	144.49	138.26	6.23	4.4%	0.75	0.5%	30%	False	False	300,720
100	144.49	138.26	6.23	4.4%	0.70	0.5%	30%	False	False	240,589

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.75
2.618	142.50
1.618	141.73
1.000	141.25
0.618	140.96
HIGH	140.48
0.618	140.19
0.500	140.10
0.382	140.00
LOW	139.71
0.618	139.23
1.000	138.94
1.618	138.46
2.618	137.69
4.250	136.44

Fisher Pivots for day following 19-Oct-2012
Pivot	1 day	3 day
R1	140.11	140.08
PP	140.10	140.05
S1	140.10	140.02

Download as Excel Spreadsheet

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

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