Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 143.87 143.68 -0.19 -0.1% 141.85
High 144.37 144.26 -0.11 -0.1% 144.13
Low 143.39 143.63 0.24 0.2% 141.14
Close 143.58 144.15 0.57 0.4% 143.73
Range 0.98 0.63 -0.35 -35.7% 2.99
ATR 0.97 0.95 -0.02 -2.1% 0.00
Volume 615,775 475,129 -140,646 -22.8% 3,194,932
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.90 145.66 144.50
R3 145.27 145.03 144.32
R2 144.64 144.64 144.27
R1 144.40 144.40 144.21 144.52
PP 144.01 144.01 144.01 144.08
S1 143.77 143.77 144.09 143.89
S2 143.38 143.38 144.03
S3 142.75 143.14 143.98
S4 142.12 142.51 143.80
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
5 144.37 143.39 0.98 0.7% 0.64 0.4% 78% False False 485,985
10 144.37 141.14 3.23 2.2% 0.80 0.6% 93% False False 543,899
20 144.96 140.78 4.18 2.9% 0.93 0.6% 81% False False 555,040
40 146.26 140.78 5.48 3.8% 0.92 0.6% 61% False False 583,874
60 146.26 139.72 6.54 4.5% 1.01 0.7% 68% False False 666,995
80 146.26 139.72 6.54 4.5% 0.96 0.7% 68% False False 543,016
100 146.26 138.28 7.98 5.5% 0.88 0.6% 74% False False 434,884
120 146.26 133.95 12.31 8.5% 0.84 0.6% 83% False False 362,451
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.94
2.618 145.91
1.618 145.28
1.000 144.89
0.618 144.65
HIGH 144.26
0.618 144.02
0.500 143.95
0.382 143.87
LOW 143.63
0.618 143.24
1.000 143.00
1.618 142.61
2.618 141.98
4.250 140.95
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 144.08 144.06
PP 144.01 143.97
S1 143.95 143.88

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

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