Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 140.55 139.49 -1.06 -0.8% 141.07
High 140.59 140.13 -0.46 -0.3% 141.91
Low 139.57 139.45 -0.12 -0.1% 140.98
Close 139.75 139.82 0.07 0.1% 141.70
Range 1.02 0.68 -0.34 -33.3% 0.93
ATR 0.79 0.79 -0.01 -1.0% 0.00
Volume 805,434 629,559 -175,875 -21.8% 3,047,274
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 141.84 141.51 140.19
R3 141.16 140.83 140.01
R2 140.48 140.48 139.94
R1 140.15 140.15 139.88 140.32
PP 139.80 139.80 139.80 139.88
S1 139.47 139.47 139.76 139.64
S2 139.12 139.12 139.70
S3 138.44 138.79 139.63
S4 137.76 138.11 139.45
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
5 141.91 139.45 2.46 1.8% 0.73 0.5% 15% False True 717,449
10 141.91 139.45 2.46 1.8% 0.68 0.5% 15% False True 659,723
20 141.95 139.45 2.50 1.8% 0.67 0.5% 15% False True 651,958
40 142.62 138.41 4.21 3.0% 0.77 0.6% 33% False False 581,956
60 143.35 138.41 4.94 3.5% 0.82 0.6% 29% False False 389,519
80 144.49 138.26 6.23 4.5% 0.74 0.5% 25% False False 292,197
100 144.49 138.26 6.23 4.5% 0.70 0.5% 25% False False 233,774
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143.02
2.618 141.91
1.618 141.23
1.000 140.81
0.618 140.55
HIGH 140.13
0.618 139.87
0.500 139.79
0.382 139.71
LOW 139.45
0.618 139.03
1.000 138.77
1.618 138.35
2.618 137.67
4.250 136.56
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 139.81 140.46
PP 139.80 140.24
S1 139.79 140.03

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

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