Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 144.66 143.86 -0.80 -0.6% 146.10
High 145.11 144.29 -0.82 -0.6% 146.26
Low 143.77 142.64 -1.13 -0.8% 142.64
Close 144.01 143.21 -0.80 -0.6% 143.21
Range 1.34 1.65 0.31 23.1% 3.62
ATR 0.93 0.98 0.05 5.6% 0.00
Volume 797,885 776,456 -21,429 -2.7% 3,780,601
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 148.33 147.42 144.12
R3 146.68 145.77 143.66
R2 145.03 145.03 143.51
R1 144.12 144.12 143.36 143.75
PP 143.38 143.38 143.38 143.20
S1 142.47 142.47 143.06 142.10
S2 141.73 141.73 142.91
S3 140.08 140.82 142.76
S4 138.43 139.17 142.30
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 154.90 152.67 145.20
R3 151.28 149.05 144.21
R2 147.66 147.66 143.87
R1 145.43 145.43 143.54 144.74
PP 144.04 144.04 144.04 143.69
S1 141.81 141.81 142.88 141.12
S2 140.42 140.42 142.55
S3 136.80 138.19 142.21
S4 133.18 134.57 141.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.26 142.64 3.62 2.5% 1.18 0.8% 16% False True 756,120
10 146.26 142.64 3.62 2.5% 0.91 0.6% 16% False True 612,447
20 146.26 139.72 6.54 4.6% 0.85 0.6% 53% False False 606,093
40 146.26 139.72 6.54 4.6% 1.02 0.7% 53% False False 719,818
60 146.26 139.72 6.54 4.6% 0.92 0.6% 53% False False 490,663
80 146.26 136.34 9.92 6.9% 0.84 0.6% 69% False False 368,488
100 146.26 133.95 12.31 8.6% 0.77 0.5% 75% False False 294,819
120 146.26 133.95 12.31 8.6% 0.65 0.5% 75% False False 245,693
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 0.20
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 151.30
2.618 148.61
1.618 146.96
1.000 145.94
0.618 145.31
HIGH 144.29
0.618 143.66
0.500 143.47
0.382 143.27
LOW 142.64
0.618 141.62
1.000 140.99
1.618 139.97
2.618 138.32
4.250 135.63
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 143.47 143.92
PP 143.38 143.68
S1 143.30 143.45

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

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