Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 139.08 139.91 0.83 0.6% 140.52
High 139.95 140.35 0.40 0.3% 140.98
Low 139.03 139.78 0.75 0.5% 138.60
Close 139.71 140.21 0.50 0.4% 138.74
Range 0.92 0.57 -0.35 -38.0% 2.38
ATR 0.95 0.93 -0.02 -2.3% 0.00
Volume 743,729 743,729 0 0.0% 3,513,564
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 141.82 141.59 140.52
R3 141.25 141.02 140.37
R2 140.68 140.68 140.31
R1 140.45 140.45 140.26 140.57
PP 140.11 140.11 140.11 140.17
S1 139.88 139.88 140.16 140.00
S2 139.54 139.54 140.11
S3 138.97 139.31 140.05
S4 138.40 138.74 139.90
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
5 140.35 138.41 1.94 1.4% 0.88 0.6% 93% True False 697,086
10 140.98 138.41 2.57 1.8% 0.94 0.7% 70% False False 695,892
20 142.62 138.41 4.21 3.0% 0.87 0.6% 43% False False 511,953
40 143.35 138.41 4.94 3.5% 0.90 0.6% 36% False False 258,300
60 144.49 138.26 6.23 4.4% 0.76 0.5% 31% False False 172,276
80 144.49 138.26 6.23 4.4% 0.70 0.5% 31% False False 129,228
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 142.77
2.618 141.84
1.618 141.27
1.000 140.92
0.618 140.70
HIGH 140.35
0.618 140.13
0.500 140.07
0.382 140.00
LOW 139.78
0.618 139.43
1.000 139.21
1.618 138.86
2.618 138.29
4.250 137.36
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 140.16 140.03
PP 140.11 139.86
S1 140.07 139.68

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

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