Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 142.96 142.09 -0.87 -0.6% 144.30
High 143.26 142.50 -0.76 -0.5% 144.49
Low 142.12 141.00 -1.12 -0.8% 141.00
Close 142.29 141.48 -0.81 -0.6% 141.48
Range 1.14 1.50 0.36 31.6% 3.49
ATR 0.70 0.76 0.06 8.2% 0.00
Volume 339 2,518 2,179 642.8% 5,049
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.16 145.32 142.31
R3 144.66 143.82 141.89
R2 143.16 143.16 141.76
R1 142.32 142.32 141.62 141.99
PP 141.66 141.66 141.66 141.50
S1 140.82 140.82 141.34 140.49
S2 140.16 140.16 141.21
S3 138.66 139.32 141.07
S4 137.16 137.82 140.66
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 152.79 150.63 143.40
R3 149.30 147.14 142.44
R2 145.81 145.81 142.12
R1 143.65 143.65 141.80 142.99
PP 142.32 142.32 142.32 141.99
S1 140.16 140.16 141.16 139.50
S2 138.83 138.83 140.84
S3 135.34 136.67 140.52
S4 131.85 133.18 139.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.49 141.00 3.49 2.5% 0.94 0.7% 14% False True 1,009
10 144.49 141.00 3.49 2.5% 0.69 0.5% 14% False True 569
20 144.49 139.10 5.39 3.8% 0.57 0.4% 44% False False 364
40 144.49 138.26 6.23 4.4% 0.57 0.4% 52% False False 217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 148.88
2.618 146.43
1.618 144.93
1.000 144.00
0.618 143.43
HIGH 142.50
0.618 141.93
0.500 141.75
0.382 141.57
LOW 141.00
0.618 140.07
1.000 139.50
1.618 138.57
2.618 137.07
4.250 134.63
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 141.75 142.13
PP 141.66 141.91
S1 141.57 141.70

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

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