Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 143.56 143.51 -0.05 0.0% 143.89
High 143.69 143.90 0.21 0.1% 144.37
Low 143.02 142.82 -0.20 -0.1% 143.17
Close 143.50 143.13 -0.37 -0.3% 144.02
Range 0.67 1.08 0.41 61.2% 1.20
ATR 0.96 0.97 0.01 0.9% 0.00
Volume 652,636 27,502 -625,134 -95.8% 2,442,093
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 146.52 145.91 143.72
R3 145.44 144.83 143.43
R2 144.36 144.36 143.33
R1 143.75 143.75 143.23 143.52
PP 143.28 143.28 143.28 143.17
S1 142.67 142.67 143.03 142.44
S2 142.20 142.20 142.93
S3 141.12 141.59 142.83
S4 140.04 140.51 142.54
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
5 144.37 142.82 1.55 1.1% 0.90 0.6% 20% False True 478,739
10 144.37 141.63 2.74 1.9% 0.84 0.6% 55% False False 516,729
20 144.37 140.78 3.59 2.5% 0.86 0.6% 65% False False 525,846
40 146.26 140.78 5.48 3.8% 0.95 0.7% 43% False False 575,629
60 146.26 139.72 6.54 4.6% 1.00 0.7% 52% False False 641,545
80 146.26 139.72 6.54 4.6% 0.97 0.7% 52% False False 559,067
100 146.26 138.48 7.78 5.4% 0.90 0.6% 60% False False 447,909
120 146.26 133.95 12.31 8.6% 0.85 0.6% 75% False False 373,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.49
2.618 146.73
1.618 145.65
1.000 144.98
0.618 144.57
HIGH 143.90
0.618 143.49
0.500 143.36
0.382 143.23
LOW 142.82
0.618 142.15
1.000 141.74
1.618 141.07
2.618 139.99
4.250 138.23
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 143.36 143.57
PP 143.28 143.42
S1 143.21 143.28

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

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