Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 143.33 144.50 1.17 0.8% 146.10
High 144.62 144.50 -0.12 -0.1% 146.26
Low 143.29 143.23 -0.06 0.0% 142.64
Close 144.57 143.50 -1.07 -0.7% 143.21
Range 1.33 1.27 -0.06 -4.5% 3.62
ATR 0.98 1.01 0.03 2.6% 0.00
Volume 726,662 684,659 -42,003 -5.8% 3,780,601
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 147.55 146.80 144.20
R3 146.28 145.53 143.85
R2 145.01 145.01 143.73
R1 144.26 144.26 143.62 144.00
PP 143.74 143.74 143.74 143.62
S1 142.99 142.99 143.38 142.73
S2 142.47 142.47 143.27
S3 141.20 141.72 143.15
S4 139.93 140.45 142.80
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
5 145.11 142.64 2.47 1.7% 1.25 0.9% 35% False False 713,221
10 146.26 142.64 3.62 2.5% 1.05 0.7% 24% False False 666,497
20 146.26 142.14 4.12 2.9% 0.86 0.6% 33% False False 603,378
40 146.26 139.72 6.54 4.6% 1.04 0.7% 58% False False 734,482
60 146.26 139.72 6.54 4.6% 0.94 0.7% 58% False False 523,747
80 146.26 138.00 8.26 5.8% 0.85 0.6% 67% False False 393,350
100 146.26 133.95 12.31 8.6% 0.80 0.6% 78% False False 314,736
120 146.26 133.95 12.31 8.6% 0.67 0.5% 78% False False 262,290
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.90
2.618 147.82
1.618 146.55
1.000 145.77
0.618 145.28
HIGH 144.50
0.618 144.01
0.500 143.87
0.382 143.72
LOW 143.23
0.618 142.45
1.000 141.96
1.618 141.18
2.618 139.91
4.250 137.83
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 143.87 143.81
PP 143.74 143.70
S1 143.62 143.60

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

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