Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 146.10 145.45 -0.65 -0.4% 144.88
High 146.26 145.49 -0.77 -0.5% 145.88
Low 145.52 144.51 -1.01 -0.7% 144.62
Close 145.55 145.03 -0.52 -0.4% 145.77
Range 0.74 0.98 0.24 32.4% 1.26
ATR 0.86 0.87 0.01 1.5% 0.00
Volume 566,187 871,289 305,102 53.9% 2,343,873
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 147.95 147.47 145.57
R3 146.97 146.49 145.30
R2 145.99 145.99 145.21
R1 145.51 145.51 145.12 145.26
PP 145.01 145.01 145.01 144.89
S1 144.53 144.53 144.94 144.28
S2 144.03 144.03 144.85
S3 143.05 143.55 144.76
S4 142.07 142.57 144.49
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
5 146.26 144.51 1.75 1.2% 0.74 0.5% 30% False True 564,128
10 146.26 143.95 2.31 1.6% 0.68 0.5% 47% False False 536,694
20 146.26 139.72 6.54 4.5% 0.76 0.5% 81% False False 592,139
40 146.26 139.72 6.54 4.5% 0.99 0.7% 81% False False 673,863
60 146.26 139.30 6.96 4.8% 0.88 0.6% 82% False False 451,919
80 146.26 136.34 9.92 6.8% 0.82 0.6% 88% False False 339,208
100 146.26 133.95 12.31 8.5% 0.73 0.5% 90% False False 271,389
120 146.26 133.95 12.31 8.5% 0.61 0.4% 90% False False 226,170
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 13 trading days
Fibonacci Retracements and Extensions
4.250 149.66
2.618 148.06
1.618 147.08
1.000 146.47
0.618 146.10
HIGH 145.49
0.618 145.12
0.500 145.00
0.382 144.88
LOW 144.51
0.618 143.90
1.000 143.53
1.618 142.92
2.618 141.94
4.250 140.35
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 145.02 145.39
PP 145.01 145.27
S1 145.00 145.15

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

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