Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 142.74 143.51 0.77 0.5% 141.85
High 143.72 144.13 0.41 0.3% 144.13
Low 142.70 143.42 0.72 0.5% 141.14
Close 143.50 143.73 0.23 0.2% 143.73
Range 1.02 0.71 -0.31 -30.4% 2.99
ATR 1.07 1.05 -0.03 -2.4% 0.00
Volume 775,750 610,486 -165,264 -21.3% 3,194,932
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.89 145.52 144.12
R3 145.18 144.81 143.93
R2 144.47 144.47 143.86
R1 144.10 144.10 143.80 144.29
PP 143.76 143.76 143.76 143.85
S1 143.39 143.39 143.66 143.58
S2 143.05 143.05 143.60
S3 142.34 142.68 143.53
S4 141.63 141.97 143.34
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 151.97 150.84 145.37
R3 148.98 147.85 144.55
R2 145.99 145.99 144.28
R1 144.86 144.86 144.00 145.43
PP 143.00 143.00 143.00 143.28
S1 141.87 141.87 143.46 142.44
S2 140.01 140.01 143.18
S3 137.02 138.88 142.91
S4 134.03 135.89 142.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.13 141.14 2.99 2.1% 0.95 0.7% 87% True False 638,986
10 144.13 140.78 3.35 2.3% 0.95 0.7% 88% True False 579,195
20 145.17 140.78 4.39 3.1% 1.08 0.8% 67% False False 609,644
40 146.26 139.72 6.54 4.6% 0.96 0.7% 61% False False 607,869
60 146.26 139.72 6.54 4.6% 1.04 0.7% 61% False False 683,094
80 146.26 139.72 6.54 4.6% 0.96 0.7% 61% False False 520,408
100 146.26 136.34 9.92 6.9% 0.89 0.6% 74% False False 416,719
120 146.26 133.95 12.31 8.6% 0.82 0.6% 79% False False 347,290
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 147.15
2.618 145.99
1.618 145.28
1.000 144.84
0.618 144.57
HIGH 144.13
0.618 143.86
0.500 143.78
0.382 143.69
LOW 143.42
0.618 142.98
1.000 142.71
1.618 142.27
2.618 141.56
4.250 140.40
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 143.78 143.45
PP 143.76 143.16
S1 143.75 142.88

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

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