Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 13-Aug-2012

Day Change Summary
	Previous	Current
	10-Aug-2012	13-Aug-2012	Change	Change %	Previous Week
Open	143.04	143.33	0.29	0.2%	142.95
High	143.66	143.58	-0.08	-0.1%	143.66
Low	142.94	142.61	-0.33	-0.2%	142.17
Close	143.40	143.18	-0.22	-0.2%	143.40
Range	0.72	0.97	0.25	34.7%	1.49
ATR	1.11	1.10	-0.01	-0.9%	0.00
Volume	444,898	435,202	-9,696	-2.2%	2,686,169

Daily Pivots for day following 13-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.03	145.58	143.71
R3	145.06	144.61	143.45
R2	144.09	144.09	143.36
R1	143.64	143.64	143.27	143.38
PP	143.12	143.12	143.12	143.00
S1	142.67	142.67	143.09	142.41
S2	142.15	142.15	143.00
S3	141.18	141.70	142.91
S4	140.21	140.73	142.65

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.55	146.96	144.22
R3	146.06	145.47	143.81
R2	144.57	144.57	143.67
R1	143.98	143.98	143.54	144.28
PP	143.08	143.08	143.08	143.22
S1	142.49	142.49	143.26	142.79
S2	141.59	141.59	143.13
S3	140.10	141.00	142.99
S4	138.61	139.51	142.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.66	142.17	1.49	1.0%	0.90	0.6%	68%	False	False	533,861
10	145.17	142.17	3.00	2.1%	1.24	0.9%	34%	False	False	625,569
20	146.26	142.17	4.09	2.9%	1.08	0.8%	25%	False	False	627,177
40	146.26	139.72	6.54	4.6%	1.03	0.7%	53%	False	False	650,698
60	146.26	139.72	6.54	4.6%	1.01	0.7%	53%	False	False	603,577
80	146.26	138.84	7.42	5.2%	0.92	0.6%	58%	False	False	453,858
100	146.26	133.97	12.29	8.6%	0.86	0.6%	75%	False	False	363,173
120	146.26	133.95	12.31	8.6%	0.75	0.5%	75%	False	False	302,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.16
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	147.70
2.618	146.12
1.618	145.15
1.000	144.55
0.618	144.18
HIGH	143.58
0.618	143.21
0.500	143.10
0.382	142.98
LOW	142.61
0.618	142.01
1.000	141.64
1.618	141.04
2.618	140.07
4.250	138.49

Fisher Pivots for day following 13-Aug-2012
Pivot	1 day	3 day
R1	143.15	143.12
PP	143.12	143.07
S1	143.10	143.01

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols