Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 140.56 141.06 0.50 0.4% 140.22
High 141.16 141.88 0.72 0.5% 141.16
Low 140.52 141.03 0.51 0.4% 139.67
Close 140.85 141.70 0.85 0.6% 140.85
Range 0.64 0.85 0.21 32.8% 1.49
ATR 0.74 0.76 0.02 2.8% 0.00
Volume 475,667 471,887 -3,780 -0.8% 3,628,916
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 144.09 143.74 142.17
R3 143.24 142.89 141.93
R2 142.39 142.39 141.86
R1 142.04 142.04 141.78 142.22
PP 141.54 141.54 141.54 141.62
S1 141.19 141.19 141.62 141.37
S2 140.69 140.69 141.54
S3 139.84 140.34 141.47
S4 138.99 139.49 141.23
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
5 141.88 139.87 2.01 1.4% 0.64 0.5% 91% True False 667,853
10 141.88 139.45 2.43 1.7% 0.72 0.5% 93% True False 708,304
20 141.91 139.45 2.46 1.7% 0.66 0.5% 91% False False 660,339
40 142.17 138.41 3.76 2.7% 0.76 0.5% 88% False False 696,334
60 142.62 138.41 4.21 3.0% 0.75 0.5% 78% False False 469,101
80 144.49 138.41 6.08 4.3% 0.75 0.5% 54% False False 351,976
100 144.49 138.26 6.23 4.4% 0.72 0.5% 55% False False 281,594
120 144.49 138.26 6.23 4.4% 0.64 0.4% 55% False False 234,672
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 0.07
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 145.49
2.618 144.11
1.618 143.26
1.000 142.73
0.618 142.41
HIGH 141.88
0.618 141.56
0.500 141.46
0.382 141.35
LOW 141.03
0.618 140.50
1.000 140.18
1.618 139.65
2.618 138.80
4.250 137.42
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 141.62 141.43
PP 141.54 141.15
S1 141.46 140.88

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

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