Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 143.86 143.08 -0.78 -0.5% 146.10
High 144.29 143.66 -0.63 -0.4% 146.26
Low 142.64 142.99 0.35 0.2% 142.64
Close 143.21 143.39 0.18 0.1% 143.21
Range 1.65 0.67 -0.98 -59.4% 3.62
ATR 0.98 0.96 -0.02 -2.3% 0.00
Volume 776,456 580,445 -196,011 -25.2% 3,780,601
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 145.36 145.04 143.76
R3 144.69 144.37 143.57
R2 144.02 144.02 143.51
R1 143.70 143.70 143.45 143.86
PP 143.35 143.35 143.35 143.43
S1 143.03 143.03 143.33 143.19
S2 142.68 142.68 143.27
S3 142.01 142.36 143.21
S4 141.34 141.69 143.02
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
5 145.49 142.64 2.85 2.0% 1.16 0.8% 26% False False 758,971
10 146.26 142.64 3.62 2.5% 0.92 0.6% 21% False False 628,784
20 146.26 140.68 5.58 3.9% 0.81 0.6% 49% False False 592,283
40 146.26 139.72 6.54 4.6% 1.01 0.7% 56% False False 724,590
60 146.26 139.72 6.54 4.6% 0.92 0.6% 56% False False 500,268
80 146.26 136.40 9.86 6.9% 0.84 0.6% 71% False False 375,727
100 146.26 133.95 12.31 8.6% 0.78 0.5% 77% False False 300,624
120 146.26 133.95 12.31 8.6% 0.65 0.5% 77% False False 250,529
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 146.51
2.618 145.41
1.618 144.74
1.000 144.33
0.618 144.07
HIGH 143.66
0.618 143.40
0.500 143.33
0.382 143.25
LOW 142.99
0.618 142.58
1.000 142.32
1.618 141.91
2.618 141.24
4.250 140.14
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 143.37 143.88
PP 143.35 143.71
S1 143.33 143.55

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

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