Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 140.61 141.14 0.53 0.4% 140.39
High 141.37 141.19 -0.18 -0.1% 140.86
Low 140.58 140.49 -0.09 -0.1% 139.82
Close 141.14 140.51 -0.63 -0.4% 140.60
Range 0.79 0.70 -0.09 -11.4% 1.04
ATR 0.77 0.76 0.00 -0.6% 0.00
Volume 647,065 831,468 184,403 28.5% 3,530,130
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.83 142.37 140.90
R3 142.13 141.67 140.70
R2 141.43 141.43 140.64
R1 140.97 140.97 140.57 140.85
PP 140.73 140.73 140.73 140.67
S1 140.27 140.27 140.45 140.15
S2 140.03 140.03 140.38
S3 139.33 139.57 140.32
S4 138.63 138.87 140.13
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 143.55 143.11 141.17
R3 142.51 142.07 140.89
R2 141.47 141.47 140.79
R1 141.03 141.03 140.70 141.25
PP 140.43 140.43 140.43 140.54
S1 139.99 139.99 140.50 140.21
S2 139.39 139.39 140.41
S3 138.35 138.95 140.31
S4 137.31 137.91 140.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.37 139.82 1.55 1.1% 0.71 0.5% 45% False False 743,200
10 141.37 139.49 1.88 1.3% 0.65 0.5% 54% False False 725,081
20 141.37 136.59 4.78 3.4% 0.77 0.5% 82% False False 713,667
40 141.37 135.27 6.10 4.3% 0.78 0.6% 86% False False 646,812
60 141.37 135.22 6.15 4.4% 0.78 0.6% 86% False False 433,175
80 141.37 135.22 6.15 4.4% 0.76 0.5% 86% False False 324,982
100 141.37 133.50 7.87 5.6% 0.74 0.5% 89% False False 259,995
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.17
2.618 143.02
1.618 142.32
1.000 141.89
0.618 141.62
HIGH 141.19
0.618 140.92
0.500 140.84
0.382 140.76
LOW 140.49
0.618 140.06
1.000 139.79
1.618 139.36
2.618 138.66
4.250 137.52
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 140.84 140.79
PP 140.73 140.70
S1 140.62 140.60

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

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