Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 144.18 144.62 0.44 0.3% 140.90
High 144.71 145.01 0.30 0.2% 144.02
Low 143.95 144.57 0.62 0.4% 140.68
Close 144.64 144.84 0.20 0.1% 143.94
Range 0.76 0.44 -0.32 -42.1% 3.34
ATR 1.03 0.99 -0.04 -4.1% 0.00
Volume 627,903 483,623 -144,280 -23.0% 2,515,745
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.13 145.92 145.08
R3 145.69 145.48 144.96
R2 145.25 145.25 144.92
R1 145.04 145.04 144.88 145.15
PP 144.81 144.81 144.81 144.86
S1 144.60 144.60 144.80 144.71
S2 144.37 144.37 144.76
S3 143.93 144.16 144.72
S4 143.49 143.72 144.60
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
5 145.01 143.15 1.86 1.3% 0.62 0.4% 91% True False 548,819
10 145.01 139.72 5.29 3.7% 0.80 0.6% 97% True False 621,247
20 145.01 139.72 5.29 3.7% 1.01 0.7% 97% True False 713,903
40 145.97 139.72 6.25 4.3% 0.98 0.7% 82% False False 569,811
60 145.97 138.53 7.44 5.1% 0.87 0.6% 85% False False 381,262
80 145.97 133.97 12.00 8.3% 0.80 0.5% 91% False False 286,035
100 145.97 133.95 12.02 8.3% 0.68 0.5% 91% False False 228,842
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.88
2.618 146.16
1.618 145.72
1.000 145.45
0.618 145.28
HIGH 145.01
0.618 144.84
0.500 144.79
0.382 144.74
LOW 144.57
0.618 144.30
1.000 144.13
1.618 143.86
2.618 143.42
4.250 142.70
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 144.82 144.67
PP 144.81 144.50
S1 144.79 144.34

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

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