Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 144.13 144.18 0.05 0.0% 140.90
High 144.24 144.71 0.47 0.3% 144.02
Low 143.66 143.95 0.29 0.2% 140.68
Close 144.11 144.64 0.53 0.4% 143.94
Range 0.58 0.76 0.18 31.0% 3.34
ATR 1.06 1.03 -0.02 -2.0% 0.00
Volume 579,479 627,903 48,424 8.4% 2,515,745
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.71 146.44 145.06
R3 145.95 145.68 144.85
R2 145.19 145.19 144.78
R1 144.92 144.92 144.71 145.06
PP 144.43 144.43 144.43 144.50
S1 144.16 144.16 144.57 144.30
S2 143.67 143.67 144.50
S3 142.91 143.40 144.43
S4 142.15 142.64 144.22
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
5 144.71 142.14 2.57 1.8% 0.76 0.5% 97% True False 598,727
10 144.71 139.72 4.99 3.4% 0.83 0.6% 99% True False 627,875
20 144.71 139.72 4.99 3.4% 1.03 0.7% 99% True False 745,746
40 145.97 139.72 6.25 4.3% 0.99 0.7% 79% False False 557,941
60 145.97 138.48 7.49 5.2% 0.87 0.6% 82% False False 373,224
80 145.97 133.95 12.02 8.3% 0.80 0.6% 89% False False 279,992
100 145.97 133.95 12.02 8.3% 0.67 0.5% 89% False False 224,006
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.94
2.618 146.70
1.618 145.94
1.000 145.47
0.618 145.18
HIGH 144.71
0.618 144.42
0.500 144.33
0.382 144.24
LOW 143.95
0.618 143.48
1.000 143.19
1.618 142.72
2.618 141.96
4.250 140.72
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 144.54 144.49
PP 144.43 144.34
S1 144.33 144.19

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

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