Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 145.21 145.09 -0.12 -0.1% 144.88
High 145.34 145.88 0.54 0.4% 145.88
Low 144.83 145.09 0.26 0.2% 144.62
Close 145.14 145.77 0.63 0.4% 145.77
Range 0.51 0.79 0.28 54.9% 1.26
ATR 0.88 0.87 -0.01 -0.7% 0.00
Volume 453,311 439,294 -14,017 -3.1% 2,343,873
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 147.95 147.65 146.20
R3 147.16 146.86 145.99
R2 146.37 146.37 145.91
R1 146.07 146.07 145.84 146.22
PP 145.58 145.58 145.58 145.66
S1 145.28 145.28 145.70 145.43
S2 144.79 144.79 145.63
S3 144.00 144.49 145.55
S4 143.21 143.70 145.34
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 149.20 148.75 146.46
R3 147.94 147.49 146.12
R2 146.68 146.68 146.00
R1 146.23 146.23 145.89 146.46
PP 145.42 145.42 145.42 145.54
S1 144.97 144.97 145.65 145.20
S2 144.16 144.16 145.54
S3 142.90 143.71 145.42
S4 141.64 142.45 145.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.88 144.62 1.26 0.9% 0.65 0.4% 91% True False 468,774
10 145.88 143.66 2.22 1.5% 0.61 0.4% 95% True False 496,887
20 145.88 139.72 6.16 4.2% 0.80 0.6% 98% True False 589,580
40 145.97 139.72 6.25 4.3% 0.98 0.7% 97% False False 638,861
60 145.97 139.01 6.96 4.8% 0.87 0.6% 97% False False 428,126
80 145.97 135.28 10.69 7.3% 0.81 0.6% 98% False False 321,241
100 145.97 133.95 12.02 8.2% 0.72 0.5% 98% False False 257,016
120 145.97 133.95 12.02 8.2% 0.60 0.4% 98% False False 214,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 149.24
2.618 147.95
1.618 147.16
1.000 146.67
0.618 146.37
HIGH 145.88
0.618 145.58
0.500 145.49
0.382 145.39
LOW 145.09
0.618 144.60
1.000 144.30
1.618 143.81
2.618 143.02
4.250 141.73
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 145.68 145.63
PP 145.58 145.49
S1 145.49 145.36

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

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