Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 142.19 142.15 -0.04 0.0% 140.14
High 142.30 142.62 0.32 0.2% 142.38
Low 141.90 141.69 -0.21 -0.1% 139.47
Close 142.24 141.86 -0.38 -0.3% 142.28
Range 0.40 0.93 0.53 132.5% 2.91
ATR 0.84 0.85 0.01 0.8% 0.00
Volume 9,902 33,738 23,836 240.7% 74,600
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 144.85 144.28 142.37
R3 143.92 143.35 142.12
R2 142.99 142.99 142.03
R1 142.42 142.42 141.95 142.24
PP 142.06 142.06 142.06 141.97
S1 141.49 141.49 141.77 141.31
S2 141.13 141.13 141.69
S3 140.20 140.56 141.60
S4 139.27 139.63 141.35
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 150.11 149.10 143.88
R3 147.20 146.19 143.08
R2 144.29 144.29 142.81
R1 143.28 143.28 142.55 143.79
PP 141.38 141.38 141.38 141.63
S1 140.37 140.37 142.01 140.88
S2 138.47 138.47 141.75
S3 135.56 137.46 141.48
S4 132.65 134.55 140.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.62 141.00 1.62 1.1% 0.67 0.5% 53% True False 12,483
10 142.62 139.30 3.32 2.3% 0.75 0.5% 77% True False 13,116
20 143.35 139.30 4.05 2.9% 0.84 0.6% 63% False False 7,412
40 144.49 139.30 5.19 3.7% 0.73 0.5% 49% False False 3,991
60 144.49 138.26 6.23 4.4% 0.69 0.5% 58% False False 2,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.57
2.618 145.05
1.618 144.12
1.000 143.55
0.618 143.19
HIGH 142.62
0.618 142.26
0.500 142.16
0.382 142.05
LOW 141.69
0.618 141.12
1.000 140.76
1.618 140.19
2.618 139.26
4.250 137.74
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 142.16 142.16
PP 142.06 142.06
S1 141.96 141.96

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

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