Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 144.20 143.56 -0.64 -0.4% 143.89
High 144.31 143.69 -0.62 -0.4% 144.37
Low 143.17 143.02 -0.15 -0.1% 143.17
Close 144.02 143.50 -0.52 -0.4% 144.02
Range 1.14 0.67 -0.47 -41.2% 1.20
ATR 0.96 0.96 0.00 0.3% 0.00
Volume 622,654 652,636 29,982 4.8% 2,442,093
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 145.41 145.13 143.87
R3 144.74 144.46 143.68
R2 144.07 144.07 143.62
R1 143.79 143.79 143.56 143.60
PP 143.40 143.40 143.40 143.31
S1 143.12 143.12 143.44 142.93
S2 142.73 142.73 143.38
S3 142.06 142.45 143.32
S4 141.39 141.78 143.13
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 147.45 146.94 144.68
R3 146.25 145.74 144.35
R2 145.05 145.05 144.24
R1 144.54 144.54 144.13 144.80
PP 143.85 143.85 143.85 143.98
S1 143.34 143.34 143.91 143.60
S2 142.65 142.65 143.80
S3 141.45 142.14 143.69
S4 140.25 140.94 143.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.37 143.02 1.35 0.9% 0.77 0.5% 36% False True 576,108
10 144.37 141.27 3.10 2.2% 0.80 0.6% 72% False False 571,638
20 144.37 140.78 3.59 2.5% 0.87 0.6% 76% False False 556,039
40 146.26 140.78 5.48 3.8% 0.94 0.7% 50% False False 589,429
60 146.26 139.72 6.54 4.6% 1.01 0.7% 58% False False 655,185
80 146.26 139.72 6.54 4.6% 0.96 0.7% 58% False False 558,768
100 146.26 138.48 7.78 5.4% 0.89 0.6% 65% False False 447,635
120 146.26 133.95 12.31 8.6% 0.85 0.6% 78% False False 373,077
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.54
2.618 145.44
1.618 144.77
1.000 144.36
0.618 144.10
HIGH 143.69
0.618 143.43
0.500 143.36
0.382 143.28
LOW 143.02
0.618 142.61
1.000 142.35
1.618 141.94
2.618 141.27
4.250 140.17
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 143.45 143.67
PP 143.40 143.61
S1 143.36 143.56

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

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