Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 11-Jul-2012

Day Change Summary
	Previous	Current
	10-Jul-2012	11-Jul-2012	Change	Change %	Previous Week
Open	144.13	144.18	0.05	0.0%	140.90
High	144.24	144.71	0.47	0.3%	144.02
Low	143.66	143.95	0.29	0.2%	140.68
Close	144.11	144.64	0.53	0.4%	143.94
Range	0.58	0.76	0.18	31.0%	3.34
ATR	1.06	1.03	-0.02	-2.0%	0.00
Volume	579,479	627,903	48,424	8.4%	2,515,745

Daily Pivots for day following 11-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.71	146.44	145.06
R3	145.95	145.68	144.85
R2	145.19	145.19	144.78
R1	144.92	144.92	144.71	145.06
PP	144.43	144.43	144.43	144.50
S1	144.16	144.16	144.57	144.30
S2	143.67	143.67	144.50
S3	142.91	143.40	144.43
S4	142.15	142.64	144.22

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	152.90	151.76	145.78
R3	149.56	148.42	144.86
R2	146.22	146.22	144.55
R1	145.08	145.08	144.25	145.65
PP	142.88	142.88	142.88	143.17
S1	141.74	141.74	143.63	142.31
S2	139.54	139.54	143.33
S3	136.20	138.40	143.02
S4	132.86	135.06	142.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.71	142.14	2.57	1.8%	0.76	0.5%	97%	True	False	598,727
10	144.71	139.72	4.99	3.4%	0.83	0.6%	99%	True	False	627,875
20	144.71	139.72	4.99	3.4%	1.03	0.7%	99%	True	False	745,746
40	145.97	139.72	6.25	4.3%	0.99	0.7%	79%	False	False	557,941
60	145.97	138.48	7.49	5.2%	0.87	0.6%	82%	False	False	373,224
80	145.97	133.95	12.02	8.3%	0.80	0.6%	89%	False	False	279,992
100	145.97	133.95	12.02	8.3%	0.67	0.5%	89%	False	False	224,006

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	147.94
2.618	146.70
1.618	145.94
1.000	145.47
0.618	145.18
HIGH	144.71
0.618	144.42
0.500	144.33
0.382	144.24
LOW	143.95
0.618	143.48
1.000	143.19
1.618	142.72
2.618	141.96
4.250	140.72

Fisher Pivots for day following 11-Jul-2012
Pivot	1 day	3 day
R1	144.54	144.49
PP	144.43	144.34
S1	144.33	144.19

Download as Excel Spreadsheet

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

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