Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 141.40 141.68 0.28 0.2% 141.69
High 141.53 141.90 0.37 0.3% 141.91
Low 141.02 140.98 -0.04 0.0% 140.71
Close 141.23 141.15 -0.08 -0.1% 140.87
Range 0.51 0.92 0.41 80.4% 1.20
ATR 0.76 0.78 0.01 1.5% 0.00
Volume 666,759 603,933 -62,826 -9.4% 2,876,626
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 144.10 143.55 141.66
R3 143.18 142.63 141.40
R2 142.26 142.26 141.32
R1 141.71 141.71 141.23 141.53
PP 141.34 141.34 141.34 141.25
S1 140.79 140.79 141.07 140.61
S2 140.42 140.42 140.98
S3 139.50 139.87 140.90
S4 138.58 138.95 140.64
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 144.76 144.02 141.53
R3 143.56 142.82 141.20
R2 142.36 142.36 141.09
R1 141.62 141.62 140.98 141.39
PP 141.16 141.16 141.16 141.05
S1 140.42 140.42 140.76 140.19
S2 139.96 139.96 140.65
S3 138.76 139.22 140.54
S4 137.56 138.02 140.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.90 140.71 1.19 0.8% 0.63 0.4% 37% True False 601,998
10 141.95 140.71 1.24 0.9% 0.61 0.4% 35% False False 599,868
20 141.95 138.41 3.54 2.5% 0.71 0.5% 77% False False 646,867
40 142.62 138.41 4.21 3.0% 0.78 0.6% 65% False False 493,993
60 144.49 138.41 6.08 4.3% 0.81 0.6% 45% False False 329,776
80 144.49 138.26 6.23 4.4% 0.73 0.5% 46% False False 247,361
100 144.49 138.26 6.23 4.4% 0.66 0.5% 46% False False 197,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 145.81
2.618 144.31
1.618 143.39
1.000 142.82
0.618 142.47
HIGH 141.90
0.618 141.55
0.500 141.44
0.382 141.33
LOW 140.98
0.618 140.41
1.000 140.06
1.618 139.49
2.618 138.57
4.250 137.07
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 141.44 141.44
PP 141.34 141.34
S1 141.25 141.25

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

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