Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 143.94 144.13 0.19 0.1% 140.90
High 144.28 144.24 -0.04 0.0% 144.02
Low 143.85 143.66 -0.19 -0.1% 140.68
Close 143.99 144.11 0.12 0.1% 143.94
Range 0.43 0.58 0.15 34.9% 3.34
ATR 1.09 1.06 -0.04 -3.4% 0.00
Volume 459,935 579,479 119,544 26.0% 2,515,745
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 145.74 145.51 144.43
R3 145.16 144.93 144.27
R2 144.58 144.58 144.22
R1 144.35 144.35 144.16 144.18
PP 144.00 144.00 144.00 143.92
S1 143.77 143.77 144.06 143.60
S2 143.42 143.42 144.00
S3 142.84 143.19 143.95
S4 142.26 142.61 143.79
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
5 144.28 141.25 3.03 2.1% 0.70 0.5% 94% False False 578,514
10 144.28 139.72 4.56 3.2% 0.84 0.6% 96% False False 647,585
20 144.28 139.72 4.56 3.2% 1.11 0.8% 96% False False 773,377
40 145.97 139.72 6.25 4.3% 0.99 0.7% 70% False False 542,504
60 145.97 138.48 7.49 5.2% 0.86 0.6% 75% False False 362,762
80 145.97 133.95 12.02 8.3% 0.80 0.6% 85% False False 272,144
100 145.97 133.95 12.02 8.3% 0.67 0.5% 85% False False 217,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.71
2.618 145.76
1.618 145.18
1.000 144.82
0.618 144.60
HIGH 144.24
0.618 144.02
0.500 143.95
0.382 143.88
LOW 143.66
0.618 143.30
1.000 143.08
1.618 142.72
2.618 142.14
4.250 141.20
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 144.06 143.98
PP 144.00 143.85
S1 143.95 143.72

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

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