Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 144.50 143.45 -1.05 -0.7% 146.10
High 144.50 145.17 0.67 0.5% 146.26
Low 143.23 143.02 -0.21 -0.1% 142.64
Close 143.50 144.88 1.38 1.0% 143.21
Range 1.27 2.15 0.88 69.3% 3.62
ATR 1.01 1.09 0.08 8.1% 0.00
Volume 684,659 919,761 235,102 34.3% 3,780,601
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 150.81 149.99 146.06
R3 148.66 147.84 145.47
R2 146.51 146.51 145.27
R1 145.69 145.69 145.08 146.10
PP 144.36 144.36 144.36 144.56
S1 143.54 143.54 144.68 143.95
S2 142.21 142.21 144.49
S3 140.06 141.39 144.29
S4 137.91 139.24 143.70
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
5 145.17 142.64 2.53 1.7% 1.41 1.0% 89% True False 737,596
10 146.26 142.64 3.62 2.5% 1.21 0.8% 62% False False 713,142
20 146.26 142.64 3.62 2.5% 0.91 0.6% 62% False False 612,708
40 146.26 139.72 6.54 4.5% 1.05 0.7% 79% False False 722,973
60 146.26 139.72 6.54 4.5% 0.97 0.7% 79% False False 539,008
80 146.26 138.28 7.98 5.5% 0.87 0.6% 83% False False 404,845
100 146.26 133.95 12.31 8.5% 0.82 0.6% 89% False False 323,933
120 146.26 133.95 12.31 8.5% 0.69 0.5% 89% False False 269,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 154.31
2.618 150.80
1.618 148.65
1.000 147.32
0.618 146.50
HIGH 145.17
0.618 144.35
0.500 144.10
0.382 143.84
LOW 143.02
0.618 141.69
1.000 140.87
1.618 139.54
2.618 137.39
4.250 133.88
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 144.62 144.62
PP 144.36 144.36
S1 144.10 144.10

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

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