Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 140.18 140.41 0.23 0.2% 138.82
High 140.49 140.95 0.46 0.3% 140.35
Low 139.95 139.96 0.01 0.0% 138.41
Close 140.40 140.06 -0.34 -0.2% 140.00
Range 0.54 0.99 0.45 83.3% 1.94
ATR 0.88 0.89 0.01 0.9% 0.00
Volume 828,934 884,298 55,364 6.7% 3,350,579
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 143.29 142.67 140.60
R3 142.30 141.68 140.33
R2 141.31 141.31 140.24
R1 140.69 140.69 140.15 140.51
PP 140.32 140.32 140.32 140.23
S1 139.70 139.70 139.97 139.52
S2 139.33 139.33 139.88
S3 138.34 138.71 139.79
S4 137.35 137.72 139.52
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
5 140.95 139.03 1.92 1.4% 0.73 0.5% 54% True False 737,981
10 140.95 138.41 2.54 1.8% 0.88 0.6% 65% True False 741,759
20 142.62 138.41 4.21 3.0% 0.88 0.6% 39% False False 621,137
40 143.35 138.41 4.94 3.5% 0.87 0.6% 33% False False 313,288
60 144.49 138.41 6.08 4.3% 0.76 0.5% 27% False False 208,979
80 144.49 138.26 6.23 4.4% 0.72 0.5% 29% False False 156,753
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 0.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 145.16
2.618 143.54
1.618 142.55
1.000 141.94
0.618 141.56
HIGH 140.95
0.618 140.57
0.500 140.46
0.382 140.34
LOW 139.96
0.618 139.35
1.000 138.97
1.618 138.36
2.618 137.37
4.250 135.75
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 140.46 140.28
PP 140.32 140.20
S1 140.19 140.13

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

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