Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 140.20 140.56 0.36 0.3% 140.22
High 140.46 141.16 0.70 0.5% 141.16
Low 139.88 140.52 0.64 0.5% 139.67
Close 140.39 140.85 0.46 0.3% 140.85
Range 0.58 0.64 0.06 10.3% 1.49
ATR 0.73 0.74 0.00 0.3% 0.00
Volume 824,549 475,667 -348,882 -42.3% 3,628,916
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 142.76 142.45 141.20
R3 142.12 141.81 141.03
R2 141.48 141.48 140.97
R1 141.17 141.17 140.91 141.33
PP 140.84 140.84 140.84 140.92
S1 140.53 140.53 140.79 140.69
S2 140.20 140.20 140.73
S3 139.56 139.89 140.67
S4 138.92 139.25 140.50
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 145.03 144.43 141.67
R3 143.54 142.94 141.26
R2 142.05 142.05 141.12
R1 141.45 141.45 140.99 141.75
PP 140.56 140.56 140.56 140.71
S1 139.96 139.96 140.71 140.26
S2 139.07 139.07 140.58
S3 137.58 138.47 140.44
S4 136.09 136.98 140.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.16 139.67 1.49 1.1% 0.60 0.4% 79% True False 725,783
10 141.83 139.45 2.38 1.7% 0.67 0.5% 59% False False 742,244
20 141.91 139.45 2.46 1.7% 0.65 0.5% 57% False False 667,317
40 142.58 138.41 4.17 3.0% 0.77 0.5% 59% False False 687,546
60 143.19 138.41 4.78 3.4% 0.77 0.5% 51% False False 461,247
80 144.49 138.41 6.08 4.3% 0.75 0.5% 40% False False 346,078
100 144.49 138.26 6.23 4.4% 0.72 0.5% 42% False False 276,876
120 144.49 138.26 6.23 4.4% 0.63 0.4% 42% False False 230,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 143.88
2.618 142.84
1.618 142.20
1.000 141.80
0.618 141.56
HIGH 141.16
0.618 140.92
0.500 140.84
0.382 140.76
LOW 140.52
0.618 140.12
1.000 139.88
1.618 139.48
2.618 138.84
4.250 137.80
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 140.85 140.74
PP 140.84 140.63
S1 140.84 140.52

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

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