Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 143.45 144.85 1.40 1.0% 143.08
High 145.17 144.96 -0.21 -0.1% 145.17
Low 143.02 142.68 -0.34 -0.2% 142.68
Close 144.88 142.95 -1.93 -1.3% 142.95
Range 2.15 2.28 0.13 6.0% 2.49
ATR 1.09 1.18 0.08 7.8% 0.00
Volume 919,761 803,246 -116,515 -12.7% 3,714,773
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 150.37 148.94 144.20
R3 148.09 146.66 143.58
R2 145.81 145.81 143.37
R1 144.38 144.38 143.16 143.96
PP 143.53 143.53 143.53 143.32
S1 142.10 142.10 142.74 141.68
S2 141.25 141.25 142.53
S3 138.97 139.82 142.32
S4 136.69 137.54 141.70
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 151.07 149.50 144.32
R3 148.58 147.01 143.63
R2 146.09 146.09 143.41
R1 144.52 144.52 143.18 144.06
PP 143.60 143.60 143.60 143.37
S1 142.03 142.03 142.72 141.57
S2 141.11 141.11 142.49
S3 138.62 139.54 142.27
S4 136.13 137.05 141.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.17 142.68 2.49 1.7% 1.54 1.1% 11% False True 742,954
10 146.26 142.64 3.62 2.5% 1.36 1.0% 9% False False 749,537
20 146.26 142.64 3.62 2.5% 0.98 0.7% 9% False False 623,212
40 146.26 139.72 6.54 4.6% 1.08 0.8% 49% False False 714,934
60 146.26 139.72 6.54 4.6% 0.99 0.7% 49% False False 552,211
80 146.26 138.28 7.98 5.6% 0.89 0.6% 59% False False 414,884
100 146.26 133.95 12.31 8.6% 0.84 0.6% 73% False False 331,965
120 146.26 133.95 12.31 8.6% 0.71 0.5% 73% False False 276,647
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 0.18
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 154.65
2.618 150.93
1.618 148.65
1.000 147.24
0.618 146.37
HIGH 144.96
0.618 144.09
0.500 143.82
0.382 143.55
LOW 142.68
0.618 141.27
1.000 140.40
1.618 138.99
2.618 136.71
4.250 132.99
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 143.82 143.93
PP 143.53 143.60
S1 143.24 143.28

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

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