Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 143.33 143.00 -0.33 -0.2% 142.95
High 143.58 143.08 -0.50 -0.3% 143.66
Low 142.61 142.28 -0.33 -0.2% 142.17
Close 143.18 142.43 -0.75 -0.5% 143.40
Range 0.97 0.80 -0.17 -17.5% 1.49
ATR 1.10 1.08 -0.01 -1.3% 0.00
Volume 435,202 516,067 80,865 18.6% 2,686,169
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.00 144.51 142.87
R3 144.20 143.71 142.65
R2 143.40 143.40 142.58
R1 142.91 142.91 142.50 142.76
PP 142.60 142.60 142.60 142.52
S1 142.11 142.11 142.36 141.96
S2 141.80 141.80 142.28
S3 141.00 141.31 142.21
S4 140.20 140.51 141.99
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
5 143.66 142.28 1.38 1.0% 0.82 0.6% 11% False True 510,802
10 145.17 142.17 3.00 2.1% 1.18 0.8% 9% False False 604,510
20 146.26 142.17 4.09 2.9% 1.09 0.8% 6% False False 625,798
40 146.26 139.72 6.54 4.6% 1.00 0.7% 41% False False 642,767
60 146.26 139.72 6.54 4.6% 1.02 0.7% 41% False False 612,108
80 146.26 138.84 7.42 5.2% 0.92 0.6% 48% False False 460,292
100 146.26 135.28 10.98 7.7% 0.86 0.6% 65% False False 368,323
120 146.26 133.95 12.31 8.6% 0.76 0.5% 69% False False 306,955
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.48
2.618 145.17
1.618 144.37
1.000 143.88
0.618 143.57
HIGH 143.08
0.618 142.77
0.500 142.68
0.382 142.59
LOW 142.28
0.618 141.79
1.000 141.48
1.618 140.99
2.618 140.19
4.250 138.88
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 142.68 142.97
PP 142.60 142.79
S1 142.51 142.61

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

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