Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 143.20 143.94 0.74 0.5% 140.90
High 144.02 144.28 0.26 0.2% 144.02
Low 143.15 143.85 0.70 0.5% 140.68
Close 143.94 143.99 0.05 0.0% 143.94
Range 0.87 0.43 -0.44 -50.6% 3.34
ATR 1.14 1.09 -0.05 -4.5% 0.00
Volume 593,155 459,935 -133,220 -22.5% 2,515,745
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 145.33 145.09 144.23
R3 144.90 144.66 144.11
R2 144.47 144.47 144.07
R1 144.23 144.23 144.03 144.35
PP 144.04 144.04 144.04 144.10
S1 143.80 143.80 143.95 143.92
S2 143.61 143.61 143.91
S3 143.18 143.37 143.87
S4 142.75 142.94 143.75
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 152.90 151.76 145.78
R3 149.56 148.42 144.86
R2 146.22 146.22 144.55
R1 145.08 145.08 144.25 145.65
PP 142.88 142.88 142.88 143.17
S1 141.74 141.74 143.63 142.31
S2 139.54 139.54 143.33
S3 136.20 138.40 143.02
S4 132.86 135.06 142.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.28 140.68 3.60 2.5% 0.81 0.6% 92% True False 595,136
10 144.28 139.72 4.56 3.2% 0.92 0.6% 94% True False 654,855
20 144.28 139.72 4.56 3.2% 1.16 0.8% 94% True False 786,697
40 145.97 139.72 6.25 4.3% 0.99 0.7% 68% False False 528,107
60 145.97 138.48 7.49 5.2% 0.86 0.6% 74% False False 353,106
80 145.97 133.95 12.02 8.3% 0.80 0.6% 84% False False 264,902
100 145.97 133.95 12.02 8.3% 0.66 0.5% 84% False False 211,933
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 146.11
2.618 145.41
1.618 144.98
1.000 144.71
0.618 144.55
HIGH 144.28
0.618 144.12
0.500 144.07
0.382 144.01
LOW 143.85
0.618 143.58
1.000 143.42
1.618 143.15
2.618 142.72
4.250 142.02
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 144.07 143.73
PP 144.04 143.47
S1 144.02 143.21

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

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