Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 145.45 145.11 -0.34 -0.2% 144.88
High 145.49 145.20 -0.29 -0.2% 145.88
Low 144.51 144.02 -0.49 -0.3% 144.62
Close 145.03 144.69 -0.34 -0.2% 145.77
Range 0.98 1.18 0.20 20.4% 1.26
ATR 0.87 0.90 0.02 2.5% 0.00
Volume 871,289 768,784 -102,505 -11.8% 2,343,873
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 148.18 147.61 145.34
R3 147.00 146.43 145.01
R2 145.82 145.82 144.91
R1 145.25 145.25 144.80 144.95
PP 144.64 144.64 144.64 144.48
S1 144.07 144.07 144.58 143.77
S2 143.46 143.46 144.47
S3 142.28 142.89 144.37
S4 141.10 141.71 144.04
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
5 146.26 144.02 2.24 1.5% 0.84 0.6% 30% False True 619,773
10 146.26 144.02 2.24 1.5% 0.72 0.5% 30% False True 550,782
20 146.26 139.72 6.54 4.5% 0.78 0.5% 76% False False 589,328
40 146.26 139.72 6.54 4.5% 1.01 0.7% 76% False False 690,964
60 146.26 139.40 6.86 4.7% 0.89 0.6% 77% False False 464,648
80 146.26 136.34 9.92 6.9% 0.82 0.6% 84% False False 348,817
100 146.26 133.95 12.31 8.5% 0.74 0.5% 87% False False 279,076
120 146.26 133.95 12.31 8.5% 0.62 0.4% 87% False False 232,575
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 0.13
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 150.22
2.618 148.29
1.618 147.11
1.000 146.38
0.618 145.93
HIGH 145.20
0.618 144.75
0.500 144.61
0.382 144.47
LOW 144.02
0.618 143.29
1.000 142.84
1.618 142.11
2.618 140.93
4.250 139.01
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 144.66 145.14
PP 144.64 144.99
S1 144.61 144.84

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

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