Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 143.17 143.30 0.13 0.1% 142.37
High 143.34 143.77 0.43 0.3% 143.45
Low 143.03 143.30 0.27 0.2% 142.28
Close 143.42 143.64 0.22 0.2% 143.02
Range 0.31 0.47 0.16 51.6% 1.17
ATR 0.65 0.63 -0.01 -1.9% 0.00
Volume 11 145 134 1,218.2% 1,355
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 144.98 144.78 143.90
R3 144.51 144.31 143.77
R2 144.04 144.04 143.73
R1 143.84 143.84 143.68 143.94
PP 143.57 143.57 143.57 143.62
S1 143.37 143.37 143.60 143.47
S2 143.10 143.10 143.55
S3 142.63 142.90 143.51
S4 142.16 142.43 143.38
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.43 145.89 143.66
R3 145.26 144.72 143.34
R2 144.09 144.09 143.23
R1 143.55 143.55 143.13 143.82
PP 142.92 142.92 142.92 143.05
S1 142.38 142.38 142.91 142.65
S2 141.75 141.75 142.81
S3 140.58 141.21 142.70
S4 139.41 140.04 142.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.77 143.00 0.77 0.5% 0.35 0.2% 83% True False 282
10 143.77 140.68 3.09 2.2% 0.44 0.3% 96% True False 165
20 143.77 138.26 5.51 3.8% 0.48 0.3% 98% True False 113
40 144.18 138.26 5.92 4.1% 0.44 0.3% 91% False False 99
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 0.06
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145.77
2.618 145.00
1.618 144.53
1.000 144.24
0.618 144.06
HIGH 143.77
0.618 143.59
0.500 143.54
0.382 143.48
LOW 143.30
0.618 143.01
1.000 142.83
1.618 142.54
2.618 142.07
4.250 141.30
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 143.61 143.56
PP 143.57 143.48
S1 143.54 143.40

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

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