Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 141.38 140.55 -0.83 -0.6% 141.07
High 141.46 140.59 -0.87 -0.6% 141.91
Low 140.63 139.57 -1.06 -0.8% 140.98
Close 140.77 139.75 -1.02 -0.7% 141.70
Range 0.83 1.02 0.19 22.9% 0.93
ATR 0.76 0.79 0.03 4.1% 0.00
Volume 865,307 805,434 -59,873 -6.9% 3,047,274
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 143.03 142.41 140.31
R3 142.01 141.39 140.03
R2 140.99 140.99 139.94
R1 140.37 140.37 139.84 140.17
PP 139.97 139.97 139.97 139.87
S1 139.35 139.35 139.66 139.15
S2 138.95 138.95 139.56
S3 137.93 138.33 139.47
S4 136.91 137.31 139.19
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 144.32 143.94 142.21
R3 143.39 143.01 141.96
R2 142.46 142.46 141.87
R1 142.08 142.08 141.79 142.27
PP 141.53 141.53 141.53 141.63
S1 141.15 141.15 141.61 141.34
S2 140.60 140.60 141.53
S3 139.67 140.22 141.44
S4 138.74 139.29 141.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.91 139.57 2.34 1.7% 0.78 0.6% 8% False True 712,324
10 141.91 139.57 2.34 1.7% 0.68 0.5% 8% False True 659,490
20 141.95 139.57 2.38 1.7% 0.67 0.5% 8% False True 657,667
40 142.62 138.41 4.21 3.0% 0.79 0.6% 32% False False 566,292
60 143.35 138.41 4.94 3.5% 0.82 0.6% 27% False False 379,037
80 144.49 138.26 6.23 4.5% 0.73 0.5% 24% False False 284,329
100 144.49 138.26 6.23 4.5% 0.69 0.5% 24% False False 227,482
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 0.15
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 144.93
2.618 143.26
1.618 142.24
1.000 141.61
0.618 141.22
HIGH 140.59
0.618 140.20
0.500 140.08
0.382 139.96
LOW 139.57
0.618 138.94
1.000 138.55
1.618 137.92
2.618 136.90
4.250 135.24
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 140.08 140.70
PP 139.97 140.38
S1 139.86 140.07

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

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