Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 142.36 142.63 0.27 0.2% 143.08
High 143.18 143.16 -0.02 0.0% 145.17
Low 142.35 142.36 0.01 0.0% 142.68
Close 142.75 142.56 -0.19 -0.1% 142.95
Range 0.83 0.80 -0.03 -3.6% 2.49
ATR 1.13 1.11 -0.02 -2.1% 0.00
Volume 620,608 537,238 -83,370 -13.4% 3,714,773
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.09 144.63 143.00
R3 144.29 143.83 142.78
R2 143.49 143.49 142.71
R1 143.03 143.03 142.63 142.86
PP 142.69 142.69 142.69 142.61
S1 142.23 142.23 142.49 142.06
S2 141.89 141.89 142.41
S3 141.09 141.43 142.34
S4 140.29 140.63 142.12
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
5 144.96 142.17 2.79 2.0% 1.19 0.8% 14% False False 608,903
10 145.17 142.17 3.00 2.1% 1.30 0.9% 13% False False 673,250
20 146.26 142.17 4.09 2.9% 1.06 0.7% 10% False False 627,729
40 146.26 139.72 6.54 4.6% 1.03 0.7% 43% False False 670,816
60 146.26 139.72 6.54 4.6% 1.01 0.7% 43% False False 589,117
80 146.26 138.53 7.73 5.4% 0.91 0.6% 52% False False 442,879
100 146.26 133.97 12.29 8.6% 0.85 0.6% 70% False False 354,373
120 146.26 133.95 12.31 8.6% 0.74 0.5% 70% False False 295,323
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 8 trading days
Fibonacci Retracements and Extensions
4.250 146.56
2.618 145.25
1.618 144.45
1.000 143.96
0.618 143.65
HIGH 143.16
0.618 142.85
0.500 142.76
0.382 142.67
LOW 142.36
0.618 141.87
1.000 141.56
1.618 141.07
2.618 140.27
4.250 138.96
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 142.76 142.77
PP 142.69 142.70
S1 142.63 142.63

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

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