Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 144.62 144.94 0.32 0.2% 143.94
High 145.01 145.16 0.15 0.1% 145.16
Low 144.57 144.52 -0.05 0.0% 143.66
Close 144.84 144.72 -0.12 -0.1% 144.72
Range 0.44 0.64 0.20 45.5% 1.50
ATR 0.99 0.97 -0.03 -2.5% 0.00
Volume 483,623 474,065 -9,558 -2.0% 2,625,005
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.72 146.36 145.07
R3 146.08 145.72 144.90
R2 145.44 145.44 144.84
R1 145.08 145.08 144.78 144.94
PP 144.80 144.80 144.80 144.73
S1 144.44 144.44 144.66 144.30
S2 144.16 144.16 144.60
S3 143.52 143.80 144.54
S4 142.88 143.16 144.37
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 149.01 148.37 145.55
R3 147.51 146.87 145.13
R2 146.01 146.01 145.00
R1 145.37 145.37 144.86 145.69
PP 144.51 144.51 144.51 144.68
S1 143.87 143.87 144.58 144.19
S2 143.01 143.01 144.45
S3 141.51 142.37 144.31
S4 140.01 140.87 143.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.16 143.66 1.50 1.0% 0.57 0.4% 71% True False 525,001
10 145.16 139.72 5.44 3.8% 0.78 0.5% 92% True False 599,740
20 145.16 139.72 5.44 3.8% 1.00 0.7% 92% True False 689,377
40 145.97 139.72 6.25 4.3% 0.98 0.7% 80% False False 581,451
60 145.97 138.79 7.18 5.0% 0.87 0.6% 83% False False 389,144
80 145.97 133.97 12.00 8.3% 0.80 0.6% 90% False False 291,960
100 145.97 133.95 12.02 8.3% 0.68 0.5% 90% False False 233,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.88
2.618 146.84
1.618 146.20
1.000 145.80
0.618 145.56
HIGH 145.16
0.618 144.92
0.500 144.84
0.382 144.76
LOW 144.52
0.618 144.12
1.000 143.88
1.618 143.48
2.618 142.84
4.250 141.80
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 144.84 144.67
PP 144.80 144.61
S1 144.76 144.56

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

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