Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 143.51 143.89 0.38 0.3% 141.85
High 144.13 143.99 -0.14 -0.1% 144.13
Low 143.42 143.55 0.13 0.1% 141.14
Close 143.73 143.80 0.07 0.0% 143.73
Range 0.71 0.44 -0.27 -38.0% 2.99
ATR 1.05 1.01 -0.04 -4.1% 0.00
Volume 610,486 214,186 -396,300 -64.9% 3,194,932
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.10 144.89 144.04
R3 144.66 144.45 143.92
R2 144.22 144.22 143.88
R1 144.01 144.01 143.84 143.90
PP 143.78 143.78 143.78 143.72
S1 143.57 143.57 143.76 143.46
S2 143.34 143.34 143.72
S3 142.90 143.13 143.68
S4 142.46 142.69 143.56
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
5 144.13 141.27 2.86 2.0% 0.83 0.6% 88% False False 567,168
10 144.13 140.78 3.35 2.3% 0.90 0.6% 90% False False 557,093
20 145.17 140.78 4.39 3.1% 1.07 0.7% 69% False False 591,331
40 146.26 140.68 5.58 3.9% 0.94 0.7% 56% False False 591,807
60 146.26 139.72 6.54 4.5% 1.03 0.7% 62% False False 680,171
80 146.26 139.72 6.54 4.5% 0.95 0.7% 62% False False 523,033
100 146.26 136.40 9.86 6.9% 0.89 0.6% 75% False False 418,848
120 146.26 133.95 12.31 8.6% 0.83 0.6% 80% False False 349,075
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 145.86
2.618 145.14
1.618 144.70
1.000 144.43
0.618 144.26
HIGH 143.99
0.618 143.82
0.500 143.77
0.382 143.72
LOW 143.55
0.618 143.28
1.000 143.11
1.618 142.84
2.618 142.40
4.250 141.68
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 143.79 143.67
PP 143.78 143.54
S1 143.77 143.42

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

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