Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 142.38 141.05 -1.33 -0.9% 142.95
High 142.45 141.89 -0.56 -0.4% 143.66
Low 141.33 140.78 -0.55 -0.4% 142.17
Close 141.41 141.78 0.37 0.3% 143.40
Range 1.12 1.11 -0.01 -0.9% 1.49
ATR 1.09 1.09 0.00 0.2% 0.00
Volume 593,389 627,736 34,347 5.8% 2,686,169
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 144.81 144.41 142.39
R3 143.70 143.30 142.09
R2 142.59 142.59 141.98
R1 142.19 142.19 141.88 142.39
PP 141.48 141.48 141.48 141.59
S1 141.08 141.08 141.68 141.28
S2 140.37 140.37 141.58
S3 139.26 139.97 141.47
S4 138.15 138.86 141.17
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
5 143.66 140.78 2.88 2.0% 0.94 0.7% 35% False True 523,458
10 144.96 140.78 4.18 2.9% 1.07 0.8% 24% False True 566,180
20 146.26 140.78 5.48 3.9% 1.14 0.8% 18% False True 639,661
40 146.26 139.72 6.54 4.6% 0.98 0.7% 31% False False 626,080
60 146.26 139.72 6.54 4.6% 1.03 0.7% 31% False False 632,188
80 146.26 138.84 7.42 5.2% 0.93 0.7% 40% False False 475,552
100 146.26 135.28 10.98 7.7% 0.88 0.6% 59% False False 380,532
120 146.26 133.95 12.31 8.7% 0.78 0.5% 64% False False 317,130
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 True
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.61
2.618 144.80
1.618 143.69
1.000 143.00
0.618 142.58
HIGH 141.89
0.618 141.47
0.500 141.34
0.382 141.20
LOW 140.78
0.618 140.09
1.000 139.67
1.618 138.98
2.618 137.87
4.250 136.06
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 141.63 141.93
PP 141.48 141.88
S1 141.34 141.83

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

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