Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 26-Oct-2012

Day Change Summary
	Previous	Current
	25-Oct-2012	26-Oct-2012	Change	Change %	Previous Week
Open	140.20	140.56	0.36	0.3%	140.22
High	140.46	141.16	0.70	0.5%	141.16
Low	139.88	140.52	0.64	0.5%	139.67
Close	140.39	140.85	0.46	0.3%	140.85
Range	0.58	0.64	0.06	10.3%	1.49
ATR	0.73	0.74	0.00	0.3%	0.00
Volume	824,549	475,667	-348,882	-42.3%	3,628,916

Daily Pivots for day following 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.76	142.45	141.20
R3	142.12	141.81	141.03
R2	141.48	141.48	140.97
R1	141.17	141.17	140.91	141.33
PP	140.84	140.84	140.84	140.92
S1	140.53	140.53	140.79	140.69
S2	140.20	140.20	140.73
S3	139.56	139.89	140.67
S4	138.92	139.25	140.50

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.03	144.43	141.67
R3	143.54	142.94	141.26
R2	142.05	142.05	141.12
R1	141.45	141.45	140.99	141.75
PP	140.56	140.56	140.56	140.71
S1	139.96	139.96	140.71	140.26
S2	139.07	139.07	140.58
S3	137.58	138.47	140.44
S4	136.09	136.98	140.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.16	139.67	1.49	1.1%	0.60	0.4%	79%	True	False	725,783
10	141.83	139.45	2.38	1.7%	0.67	0.5%	59%	False	False	742,244
20	141.91	139.45	2.46	1.7%	0.65	0.5%	57%	False	False	667,317
40	142.58	138.41	4.17	3.0%	0.77	0.5%	59%	False	False	687,546
60	143.19	138.41	4.78	3.4%	0.77	0.5%	51%	False	False	461,247
80	144.49	138.41	6.08	4.3%	0.75	0.5%	40%	False	False	346,078
100	144.49	138.26	6.23	4.4%	0.72	0.5%	42%	False	False	276,876
120	144.49	138.26	6.23	4.4%	0.63	0.4%	42%	False	False	230,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	143.88
2.618	142.84
1.618	142.20
1.000	141.80
0.618	141.56
HIGH	141.16
0.618	140.92
0.500	140.84
0.382	140.76
LOW	140.52
0.618	140.12
1.000	139.88
1.618	139.48
2.618	138.84
4.250	137.80

Fisher Pivots for day following 26-Oct-2012
Pivot	1 day	3 day
R1	140.85	140.74
PP	140.84	140.63
S1	140.84	140.52

Download as Excel Spreadsheet

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

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