Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 141.73 141.85 0.12 0.1% 143.33
High 142.22 142.17 -0.05 0.0% 143.58
Low 141.45 141.14 -0.31 -0.2% 140.78
Close 142.12 142.00 -0.12 -0.1% 142.12
Range 0.77 1.03 0.26 33.8% 2.80
ATR 1.07 1.06 0.00 -0.2% 0.00
Volume 424,626 573,274 148,648 35.0% 2,597,020
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 144.86 144.46 142.57
R3 143.83 143.43 142.28
R2 142.80 142.80 142.19
R1 142.40 142.40 142.09 142.60
PP 141.77 141.77 141.77 141.87
S1 141.37 141.37 141.91 141.57
S2 140.74 140.74 141.81
S3 139.71 140.34 141.72
S4 138.68 139.31 141.43
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
5 143.08 140.78 2.30 1.6% 0.97 0.7% 53% False False 547,018
10 143.66 140.78 2.88 2.0% 0.93 0.7% 42% False False 540,440
20 145.49 140.78 4.71 3.3% 1.15 0.8% 26% False False 639,282
40 146.26 139.72 6.54 4.6% 0.96 0.7% 35% False False 610,233
60 146.26 139.72 6.54 4.6% 1.04 0.7% 35% False False 648,152
80 146.26 139.30 6.96 4.9% 0.94 0.7% 39% False False 487,963
100 146.26 135.94 10.32 7.3% 0.88 0.6% 59% False False 390,511
120 146.26 133.95 12.31 8.7% 0.79 0.6% 65% False False 325,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.55
2.618 144.87
1.618 143.84
1.000 143.20
0.618 142.81
HIGH 142.17
0.618 141.78
0.500 141.66
0.382 141.53
LOW 141.14
0.618 140.50
1.000 140.11
1.618 139.47
2.618 138.44
4.250 136.76
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 141.89 141.83
PP 141.77 141.67
S1 141.66 141.50

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

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