Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 145.11 144.66 -0.45 -0.3% 144.88
High 145.20 145.11 -0.09 -0.1% 145.88
Low 144.02 143.77 -0.25 -0.2% 144.62
Close 144.69 144.01 -0.68 -0.5% 145.77
Range 1.18 1.34 0.16 13.6% 1.26
ATR 0.90 0.93 0.03 3.5% 0.00
Volume 768,784 797,885 29,101 3.8% 2,343,873
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 148.32 147.50 144.75
R3 146.98 146.16 144.38
R2 145.64 145.64 144.26
R1 144.82 144.82 144.13 144.56
PP 144.30 144.30 144.30 144.17
S1 143.48 143.48 143.89 143.22
S2 142.96 142.96 143.76
S3 141.62 142.14 143.64
S4 140.28 140.80 143.27
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
5 146.26 143.77 2.49 1.7% 1.01 0.7% 10% False True 688,687
10 146.26 143.77 2.49 1.7% 0.81 0.6% 10% False True 582,208
20 146.26 139.72 6.54 4.5% 0.81 0.6% 66% False False 601,728
40 146.26 139.72 6.54 4.5% 1.01 0.7% 66% False False 706,434
60 146.26 139.72 6.54 4.5% 0.90 0.6% 66% False False 477,848
80 146.26 136.34 9.92 6.9% 0.84 0.6% 77% False False 358,789
100 146.26 133.95 12.31 8.5% 0.76 0.5% 82% False False 287,055
120 146.26 133.95 12.31 8.5% 0.63 0.4% 82% False False 239,224
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 0.17
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 150.81
2.618 148.62
1.618 147.28
1.000 146.45
0.618 145.94
HIGH 145.11
0.618 144.60
0.500 144.44
0.382 144.28
LOW 143.77
0.618 142.94
1.000 142.43
1.618 141.60
2.618 140.26
4.250 138.08
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 144.44 144.63
PP 144.30 144.42
S1 144.15 144.22

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

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