Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 138.44 137.89 -0.55 -0.4% 137.46
High 138.58 138.55 -0.03 0.0% 138.58
Low 138.02 137.72 -0.30 -0.2% 136.59
Close 138.02 138.26 0.24 0.2% 138.02
Range 0.56 0.83 0.27 48.2% 1.99
ATR 0.82 0.82 0.00 0.1% 0.00
Volume 622,930 684,238 61,308 9.8% 3,391,856
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 140.67 140.29 138.72
R3 139.84 139.46 138.49
R2 139.01 139.01 138.41
R1 138.63 138.63 138.34 138.82
PP 138.18 138.18 138.18 138.27
S1 137.80 137.80 138.18 137.99
S2 137.35 137.35 138.11
S3 136.52 136.97 138.03
S4 135.69 136.14 137.80
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 143.70 142.85 139.11
R3 141.71 140.86 138.57
R2 139.72 139.72 138.38
R1 138.87 138.87 138.20 139.30
PP 137.73 137.73 137.73 137.94
S1 136.88 136.88 137.84 137.31
S2 135.74 135.74 137.66
S3 133.75 134.89 137.47
S4 131.76 132.90 136.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.58 136.63 1.95 1.4% 0.79 0.6% 84% False False 679,184
10 138.58 135.30 3.28 2.4% 0.84 0.6% 90% False False 730,714
20 139.06 135.27 3.79 2.7% 0.80 0.6% 79% False False 742,073
40 139.06 135.22 3.84 2.8% 0.80 0.6% 79% False False 394,519
60 139.06 135.22 3.84 2.8% 0.77 0.6% 79% False False 263,349
80 139.06 134.18 4.88 3.5% 0.73 0.5% 84% False False 197,524
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.08
2.618 140.72
1.618 139.89
1.000 139.38
0.618 139.06
HIGH 138.55
0.618 138.23
0.500 138.14
0.382 138.04
LOW 137.72
0.618 137.21
1.000 136.89
1.618 136.38
2.618 135.55
4.250 134.19
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 138.22 138.22
PP 138.18 138.19
S1 138.14 138.15

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

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