Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 145.09 146.10 1.01 0.7% 144.88
High 145.88 146.26 0.38 0.3% 145.88
Low 145.09 145.52 0.43 0.3% 144.62
Close 145.77 145.55 -0.22 -0.2% 145.77
Range 0.79 0.74 -0.05 -6.3% 1.26
ATR 0.87 0.86 -0.01 -1.1% 0.00
Volume 439,294 566,187 126,893 28.9% 2,343,873
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 148.00 147.51 145.96
R3 147.26 146.77 145.75
R2 146.52 146.52 145.69
R1 146.03 146.03 145.62 145.91
PP 145.78 145.78 145.78 145.71
S1 145.29 145.29 145.48 145.17
S2 145.04 145.04 145.41
S3 144.30 144.55 145.35
S4 143.56 143.81 145.14
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
5 146.26 144.62 1.64 1.1% 0.67 0.5% 57% True False 498,597
10 146.26 143.66 2.60 1.8% 0.64 0.4% 73% True False 507,513
20 146.26 139.72 6.54 4.5% 0.78 0.5% 89% True False 581,184
40 146.26 139.72 6.54 4.5% 0.98 0.7% 89% True False 652,587
60 146.26 139.30 6.96 4.8% 0.88 0.6% 90% True False 437,523
80 146.26 135.94 10.32 7.1% 0.81 0.6% 93% True False 328,318
100 146.26 133.95 12.31 8.5% 0.72 0.5% 94% True False 262,678
120 146.26 133.95 12.31 8.5% 0.60 0.4% 94% True False 218,909
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 True
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.41
2.618 148.20
1.618 147.46
1.000 147.00
0.618 146.72
HIGH 146.26
0.618 145.98
0.500 145.89
0.382 145.80
LOW 145.52
0.618 145.06
1.000 144.78
1.618 144.32
2.618 143.58
4.250 142.38
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 145.89 145.55
PP 145.78 145.55
S1 145.66 145.55

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

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