Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 144.94 144.88 -0.06 0.0% 143.94
High 145.16 145.30 0.14 0.1% 145.16
Low 144.52 144.67 0.15 0.1% 143.66
Close 144.72 145.04 0.32 0.2% 144.72
Range 0.64 0.63 -0.01 -1.6% 1.50
ATR 0.97 0.94 -0.02 -2.5% 0.00
Volume 474,065 417,074 -56,991 -12.0% 2,625,005
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.89 146.60 145.39
R3 146.26 145.97 145.21
R2 145.63 145.63 145.16
R1 145.34 145.34 145.10 145.49
PP 145.00 145.00 145.00 145.08
S1 144.71 144.71 144.98 144.86
S2 144.37 144.37 144.92
S3 143.74 144.08 144.87
S4 143.11 143.45 144.69
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
5 145.30 143.66 1.64 1.1% 0.61 0.4% 84% True False 516,428
10 145.30 140.68 4.62 3.2% 0.71 0.5% 94% True False 555,782
20 145.30 139.72 5.58 3.8% 0.98 0.7% 95% True False 674,219
40 145.97 139.72 6.25 4.3% 0.98 0.7% 85% False False 591,777
60 145.97 138.84 7.13 4.9% 0.87 0.6% 87% False False 396,085
80 145.97 133.97 12.00 8.3% 0.81 0.6% 92% False False 297,172
100 145.97 133.95 12.02 8.3% 0.69 0.5% 92% False False 237,753
120 145.97 133.95 12.02 8.3% 0.57 0.4% 92% False False 198,137
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.98
2.618 146.95
1.618 146.32
1.000 145.93
0.618 145.69
HIGH 145.30
0.618 145.06
0.500 144.99
0.382 144.91
LOW 144.67
0.618 144.28
1.000 144.04
1.618 143.65
2.618 143.02
4.250 141.99
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 145.02 145.00
PP 145.00 144.95
S1 144.99 144.91

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

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