Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 144.88 144.83 -0.05 0.0% 143.94
High 145.30 145.27 -0.03 0.0% 145.16
Low 144.67 144.62 -0.05 0.0% 143.66
Close 145.04 145.12 0.08 0.1% 144.72
Range 0.63 0.65 0.02 3.2% 1.50
ATR 0.94 0.92 -0.02 -2.2% 0.00
Volume 417,074 543,633 126,559 30.3% 2,625,005
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.95 146.69 145.48
R3 146.30 146.04 145.30
R2 145.65 145.65 145.24
R1 145.39 145.39 145.18 145.52
PP 145.00 145.00 145.00 145.07
S1 144.74 144.74 145.06 144.87
S2 144.35 144.35 145.00
S3 143.70 144.09 144.94
S4 143.05 143.44 144.76
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
5 145.30 143.95 1.35 0.9% 0.62 0.4% 87% False False 509,259
10 145.30 141.25 4.05 2.8% 0.66 0.5% 96% False False 543,887
20 145.30 139.72 5.58 3.8% 0.92 0.6% 97% False False 659,736
40 145.97 139.72 6.25 4.3% 0.98 0.7% 86% False False 605,263
60 145.97 138.84 7.13 4.9% 0.87 0.6% 88% False False 405,123
80 145.97 135.28 10.69 7.4% 0.80 0.6% 92% False False 303,955
100 145.97 133.95 12.02 8.3% 0.70 0.5% 93% False False 243,186
120 145.97 133.95 12.02 8.3% 0.58 0.4% 93% False False 202,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148.03
2.618 146.97
1.618 146.32
1.000 145.92
0.618 145.67
HIGH 145.27
0.618 145.02
0.500 144.95
0.382 144.87
LOW 144.62
0.618 144.22
1.000 143.97
1.618 143.57
2.618 142.92
4.250 141.86
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 145.06 145.05
PP 145.00 144.98
S1 144.95 144.91

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

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