Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 145.06 145.21 0.15 0.1% 143.94
High 145.50 145.34 -0.16 -0.1% 145.16
Low 144.83 144.83 0.00 0.0% 143.66
Close 145.34 145.14 -0.20 -0.1% 144.72
Range 0.67 0.51 -0.16 -23.9% 1.50
ATR 0.90 0.88 -0.03 -3.1% 0.00
Volume 490,561 453,311 -37,250 -7.6% 2,625,005
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.63 146.40 145.42
R3 146.12 145.89 145.28
R2 145.61 145.61 145.23
R1 145.38 145.38 145.19 145.24
PP 145.10 145.10 145.10 145.04
S1 144.87 144.87 145.09 144.73
S2 144.59 144.59 145.05
S3 144.08 144.36 145.00
S4 143.57 143.85 144.86
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 149.01 148.37 145.55
R3 147.51 146.87 145.13
R2 146.01 146.01 145.00
R1 145.37 145.37 144.86 145.69
PP 144.51 144.51 144.51 144.68
S1 143.87 143.87 144.58 144.19
S2 143.01 143.01 144.45
S3 141.51 142.37 144.31
S4 140.01 140.87 143.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.50 144.52 0.98 0.7% 0.62 0.4% 63% False False 475,728
10 145.50 143.15 2.35 1.6% 0.62 0.4% 85% False False 512,273
20 145.50 139.72 5.78 4.0% 0.82 0.6% 94% False False 612,498
40 145.97 139.72 6.25 4.3% 0.98 0.7% 87% False False 628,451
60 145.97 138.84 7.13 4.9% 0.87 0.6% 88% False False 420,849
80 145.97 135.28 10.69 7.4% 0.81 0.6% 92% False False 315,750
100 145.97 133.95 12.02 8.3% 0.71 0.5% 93% False False 252,624
120 145.97 133.95 12.02 8.3% 0.59 0.4% 93% False False 210,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 147.51
2.618 146.68
1.618 146.17
1.000 145.85
0.618 145.66
HIGH 145.34
0.618 145.15
0.500 145.09
0.382 145.02
LOW 144.83
0.618 144.51
1.000 144.32
1.618 144.00
2.618 143.49
4.250 142.66
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 145.12 145.11
PP 145.10 145.09
S1 145.09 145.06

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

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