Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 141.05 141.73 0.68 0.5% 143.33
High 141.89 142.22 0.33 0.2% 143.58
Low 140.78 141.45 0.67 0.5% 140.78
Close 141.78 142.12 0.34 0.2% 142.12
Range 1.11 0.77 -0.34 -30.6% 2.80
ATR 1.09 1.07 -0.02 -2.1% 0.00
Volume 627,736 424,626 -203,110 -32.4% 2,597,020
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 144.24 143.95 142.54
R3 143.47 143.18 142.33
R2 142.70 142.70 142.26
R1 142.41 142.41 142.19 142.56
PP 141.93 141.93 141.93 142.00
S1 141.64 141.64 142.05 141.79
S2 141.16 141.16 141.98
S3 140.39 140.87 141.91
S4 139.62 140.10 141.70
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 150.56 149.14 143.66
R3 147.76 146.34 142.89
R2 144.96 144.96 142.63
R1 143.54 143.54 142.38 142.85
PP 142.16 142.16 142.16 141.82
S1 140.74 140.74 141.86 140.05
S2 139.36 139.36 141.61
S3 136.56 137.94 141.35
S4 133.76 135.14 140.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.58 140.78 2.80 2.0% 0.95 0.7% 48% False False 519,404
10 143.66 140.78 2.88 2.0% 0.91 0.6% 47% False False 528,318
20 146.26 140.78 5.48 3.9% 1.14 0.8% 24% False False 638,928
40 146.26 139.72 6.54 4.6% 0.97 0.7% 37% False False 614,254
60 146.26 139.72 6.54 4.6% 1.03 0.7% 37% False False 638,883
80 146.26 139.01 7.25 5.1% 0.94 0.7% 43% False False 480,826
100 146.26 135.28 10.98 7.7% 0.88 0.6% 62% False False 384,778
120 146.26 133.95 12.31 8.7% 0.79 0.6% 66% False False 320,668
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145.49
2.618 144.24
1.618 143.47
1.000 142.99
0.618 142.70
HIGH 142.22
0.618 141.93
0.500 141.84
0.382 141.74
LOW 141.45
0.618 140.97
1.000 140.68
1.618 140.20
2.618 139.43
4.250 138.18
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 142.03 141.95
PP 141.93 141.78
S1 141.84 141.62

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

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