Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 139.82 140.18 0.36 0.3% 138.82
High 140.21 140.49 0.28 0.2% 140.35
Low 139.60 139.95 0.35 0.3% 138.41
Close 140.00 140.40 0.40 0.3% 140.00
Range 0.61 0.54 -0.07 -11.5% 1.94
ATR 0.91 0.88 -0.03 -2.9% 0.00
Volume 489,218 828,934 339,716 69.4% 3,350,579
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 141.90 141.69 140.70
R3 141.36 141.15 140.55
R2 140.82 140.82 140.50
R1 140.61 140.61 140.45 140.72
PP 140.28 140.28 140.28 140.33
S1 140.07 140.07 140.35 140.18
S2 139.74 139.74 140.30
S3 139.20 139.53 140.25
S4 138.66 138.99 140.10
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 145.41 144.64 141.07
R3 143.47 142.70 140.53
R2 141.53 141.53 140.36
R1 140.76 140.76 140.18 141.15
PP 139.59 139.59 139.59 139.78
S1 138.82 138.82 139.82 139.21
S2 137.65 137.65 139.64
S3 135.71 136.88 139.47
S4 133.77 134.94 138.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.49 139.01 1.48 1.1% 0.66 0.5% 94% True False 702,878
10 140.98 138.41 2.57 1.8% 0.84 0.6% 77% False False 711,318
20 142.62 138.41 4.21 3.0% 0.85 0.6% 47% False False 577,189
40 143.35 138.41 4.94 3.5% 0.86 0.6% 40% False False 291,182
60 144.49 138.41 6.08 4.3% 0.76 0.5% 33% False False 194,243
80 144.49 138.26 6.23 4.4% 0.72 0.5% 34% False False 145,699
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 0.17
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 142.79
2.618 141.90
1.618 141.36
1.000 141.03
0.618 140.82
HIGH 140.49
0.618 140.28
0.500 140.22
0.382 140.16
LOW 139.95
0.618 139.62
1.000 139.41
1.618 139.08
2.618 138.54
4.250 137.66
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 140.34 140.28
PP 140.28 140.16
S1 140.22 140.05

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

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