Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 141.95 142.02 0.07 0.0% 143.33
High 141.99 142.88 0.89 0.6% 143.58
Low 141.27 141.63 0.36 0.3% 140.78
Close 141.38 142.61 1.23 0.9% 142.12
Range 0.72 1.25 0.53 73.6% 2.80
ATR 1.04 1.07 0.03 3.2% 0.00
Volume 576,590 658,832 82,242 14.3% 2,597,020
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 146.12 145.62 143.30
R3 144.87 144.37 142.95
R2 143.62 143.62 142.84
R1 143.12 143.12 142.72 143.37
PP 142.37 142.37 142.37 142.50
S1 141.87 141.87 142.50 142.12
S2 141.12 141.12 142.38
S3 139.87 140.62 142.27
S4 138.62 139.37 141.92
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
5 142.88 140.78 2.10 1.5% 0.98 0.7% 87% True False 572,211
10 143.66 140.78 2.88 2.0% 0.93 0.7% 64% False False 538,785
20 145.17 140.78 4.39 3.1% 1.14 0.8% 42% False False 619,049
40 146.26 139.72 6.54 4.6% 0.96 0.7% 44% False False 604,189
60 146.26 139.72 6.54 4.6% 1.05 0.7% 44% False False 666,992
80 146.26 139.40 6.86 4.8% 0.95 0.7% 47% False False 503,248
100 146.26 136.34 9.92 7.0% 0.89 0.6% 63% False False 402,864
120 146.26 133.95 12.31 8.6% 0.81 0.6% 70% False False 335,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 148.19
2.618 146.15
1.618 144.90
1.000 144.13
0.618 143.65
HIGH 142.88
0.618 142.40
0.500 142.26
0.382 142.11
LOW 141.63
0.618 140.86
1.000 140.38
1.618 139.61
2.618 138.36
4.250 136.32
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 142.49 142.41
PP 142.37 142.21
S1 142.26 142.01

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

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