Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 142.95 143.08 0.13 0.1% 143.08
High 143.64 143.36 -0.28 -0.2% 145.17
Low 142.81 142.17 -0.64 -0.4% 142.68
Close 143.20 142.33 -0.87 -0.6% 142.95
Range 0.83 1.19 0.36 43.4% 2.49
ATR 1.15 1.15 0.00 0.2% 0.00
Volume 452,062 631,363 179,301 39.7% 3,714,773
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 146.19 145.45 142.98
R3 145.00 144.26 142.66
R2 143.81 143.81 142.55
R1 143.07 143.07 142.44 142.85
PP 142.62 142.62 142.62 142.51
S1 141.88 141.88 142.22 141.66
S2 141.43 141.43 142.11
S3 140.24 140.69 142.00
S4 139.05 139.50 141.68
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
5 145.17 142.17 3.00 2.1% 1.54 1.1% 5% False True 698,218
10 145.20 142.17 3.03 2.1% 1.39 1.0% 5% False True 714,132
20 146.26 142.17 4.09 2.9% 1.04 0.7% 4% False True 625,413
40 146.26 139.72 6.54 4.6% 1.07 0.8% 40% False False 699,395
60 146.26 139.72 6.54 4.6% 1.00 0.7% 40% False False 570,140
80 146.26 138.48 7.78 5.5% 0.90 0.6% 49% False False 428,425
100 146.26 133.95 12.31 8.6% 0.85 0.6% 68% False False 342,797
120 146.26 133.95 12.31 8.6% 0.73 0.5% 68% False False 285,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.42
2.618 146.48
1.618 145.29
1.000 144.55
0.618 144.10
HIGH 143.36
0.618 142.91
0.500 142.77
0.382 142.62
LOW 142.17
0.618 141.43
1.000 140.98
1.618 140.24
2.618 139.05
4.250 137.11
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 142.77 143.57
PP 142.62 143.15
S1 142.48 142.74

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

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