Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 140.08 138.82 -1.26 -0.9% 140.52
High 140.09 139.15 -0.94 -0.7% 140.98
Low 138.60 138.41 -0.19 -0.1% 138.60
Close 138.74 139.00 0.26 0.2% 138.74
Range 1.49 0.74 -0.75 -50.3% 2.38
ATR 0.99 0.98 -0.02 -1.8% 0.00
Volume 624,069 665,119 41,050 6.6% 3,513,564
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 141.07 140.78 139.41
R3 140.33 140.04 139.20
R2 139.59 139.59 139.14
R1 139.30 139.30 139.07 139.45
PP 138.85 138.85 138.85 138.93
S1 138.56 138.56 138.93 138.71
S2 138.11 138.11 138.86
S3 137.37 137.82 138.80
S4 136.63 137.08 138.59
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 146.58 145.04 140.05
R3 144.20 142.66 139.39
R2 141.82 141.82 139.18
R1 140.28 140.28 138.96 139.86
PP 139.44 139.44 139.44 139.23
S1 137.90 137.90 138.52 137.48
S2 137.06 137.06 138.30
S3 134.68 135.52 138.09
S4 132.30 133.14 137.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.98 138.41 2.57 1.8% 1.03 0.7% 23% False True 719,759
10 142.17 138.41 3.76 2.7% 1.02 0.7% 16% False True 783,522
20 142.62 138.41 4.21 3.0% 0.90 0.6% 14% False True 405,199
40 144.49 138.41 6.08 4.4% 0.89 0.6% 10% False True 203,449
60 144.49 138.26 6.23 4.5% 0.74 0.5% 12% False False 135,678
80 144.49 138.26 6.23 4.5% 0.68 0.5% 12% False False 101,780
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142.30
2.618 141.09
1.618 140.35
1.000 139.89
0.618 139.61
HIGH 139.15
0.618 138.87
0.500 138.78
0.382 138.69
LOW 138.41
0.618 137.95
1.000 137.67
1.618 137.21
2.618 136.47
4.250 135.27
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 138.93 139.44
PP 138.85 139.29
S1 138.78 139.15

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

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