Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 141.28 140.17 -1.11 -0.8% 141.83
High 141.28 140.77 -0.51 -0.4% 142.17
Low 140.12 139.43 -0.69 -0.5% 139.43
Close 140.17 140.65 0.48 0.3% 140.65
Range 1.16 1.34 0.18 15.5% 2.74
ATR 0.91 0.94 0.03 3.4% 0.00
Volume 950,314 583,995 -366,319 -38.5% 3,656,538
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 144.30 143.82 141.39
R3 142.96 142.48 141.02
R2 141.62 141.62 140.90
R1 141.14 141.14 140.77 141.38
PP 140.28 140.28 140.28 140.41
S1 139.80 139.80 140.53 140.04
S2 138.94 138.94 140.40
S3 137.60 138.46 140.28
S4 136.26 137.12 139.91
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 148.97 147.55 142.16
R3 146.23 144.81 141.40
R2 143.49 143.49 141.15
R1 142.07 142.07 140.90 141.41
PP 140.75 140.75 140.75 140.42
S1 139.33 139.33 140.40 138.67
S2 138.01 138.01 140.15
S3 135.27 136.59 139.90
S4 132.53 133.85 139.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.58 139.43 3.15 2.2% 1.08 0.8% 39% False True 755,377
10 142.62 139.43 3.19 2.3% 0.84 0.6% 38% False True 385,973
20 142.62 139.30 3.32 2.4% 0.82 0.6% 41% False False 197,297
40 144.49 139.30 5.19 3.7% 0.81 0.6% 26% False False 99,024
60 144.49 138.26 6.23 4.4% 0.72 0.5% 38% False False 66,043
80 144.49 138.26 6.23 4.4% 0.63 0.4% 38% False False 49,547
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 0.19
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 146.47
2.618 144.28
1.618 142.94
1.000 142.11
0.618 141.60
HIGH 140.77
0.618 140.26
0.500 140.10
0.382 139.94
LOW 139.43
0.618 138.60
1.000 138.09
1.618 137.26
2.618 135.92
4.250 133.74
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 140.47 140.80
PP 140.28 140.75
S1 140.10 140.70

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

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