Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 141.85 141.95 0.10 0.1% 143.33
High 142.17 141.99 -0.18 -0.1% 143.58
Low 141.14 141.27 0.13 0.1% 140.78
Close 142.00 141.38 -0.62 -0.4% 142.12
Range 1.03 0.72 -0.31 -30.1% 2.80
ATR 1.06 1.04 -0.02 -2.2% 0.00
Volume 573,274 576,590 3,316 0.6% 2,597,020
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 143.71 143.26 141.78
R3 142.99 142.54 141.58
R2 142.27 142.27 141.51
R1 141.82 141.82 141.45 141.69
PP 141.55 141.55 141.55 141.48
S1 141.10 141.10 141.31 140.97
S2 140.83 140.83 141.25
S3 140.11 140.38 141.18
S4 139.39 139.66 140.98
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
5 142.45 140.78 1.67 1.2% 0.95 0.7% 36% False False 559,123
10 143.66 140.78 2.88 2.0% 0.89 0.6% 21% False False 534,962
20 145.20 140.78 4.42 3.1% 1.14 0.8% 14% False False 624,547
40 146.26 139.72 6.54 4.6% 0.95 0.7% 25% False False 608,343
60 146.26 139.72 6.54 4.6% 1.04 0.7% 25% False False 657,425
80 146.26 139.30 6.96 4.9% 0.95 0.7% 30% False False 495,076
100 146.26 136.34 9.92 7.0% 0.88 0.6% 51% False False 396,276
120 146.26 133.95 12.31 8.7% 0.80 0.6% 60% False False 330,249
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 145.05
2.618 143.87
1.618 143.15
1.000 142.71
0.618 142.43
HIGH 141.99
0.618 141.71
0.500 141.63
0.382 141.55
LOW 141.27
0.618 140.83
1.000 140.55
1.618 140.11
2.618 139.39
4.250 138.21
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 141.63 141.68
PP 141.55 141.58
S1 141.46 141.48

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

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