Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 142.63 143.04 0.41 0.3% 142.95
High 143.16 143.66 0.50 0.3% 143.66
Low 142.36 142.94 0.58 0.4% 142.17
Close 142.56 143.40 0.84 0.6% 143.40
Range 0.80 0.72 -0.08 -10.0% 1.49
ATR 1.11 1.11 0.00 -0.1% 0.00
Volume 537,238 444,898 -92,340 -17.2% 2,686,169
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.49 145.17 143.80
R3 144.77 144.45 143.60
R2 144.05 144.05 143.53
R1 143.73 143.73 143.47 143.89
PP 143.33 143.33 143.33 143.42
S1 143.01 143.01 143.33 143.17
S2 142.61 142.61 143.27
S3 141.89 142.29 143.20
S4 141.17 141.57 143.00
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 147.55 146.96 144.22
R3 146.06 145.47 143.81
R2 144.57 144.57 143.67
R1 143.98 143.98 143.54 144.28
PP 143.08 143.08 143.08 143.22
S1 142.49 142.49 143.26 142.79
S2 141.59 141.59 143.13
S3 140.10 141.00 142.99
S4 138.61 139.51 142.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.66 142.17 1.49 1.0% 0.87 0.6% 83% True False 537,233
10 145.17 142.17 3.00 2.1% 1.21 0.8% 41% False False 640,094
20 146.26 142.17 4.09 2.9% 1.06 0.7% 30% False False 626,270
40 146.26 139.72 6.54 4.6% 1.03 0.7% 56% False False 657,824
60 146.26 139.72 6.54 4.6% 1.00 0.7% 56% False False 596,390
80 146.26 138.79 7.47 5.2% 0.92 0.6% 62% False False 448,425
100 146.26 133.97 12.29 8.6% 0.85 0.6% 77% False False 358,822
120 146.26 133.95 12.31 8.6% 0.75 0.5% 77% False False 299,031
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 146.72
2.618 145.54
1.618 144.82
1.000 144.38
0.618 144.10
HIGH 143.66
0.618 143.38
0.500 143.30
0.382 143.22
LOW 142.94
0.618 142.50
1.000 142.22
1.618 141.78
2.618 141.06
4.250 139.88
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 143.37 143.27
PP 143.33 143.14
S1 143.30 143.01

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

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