Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 144.22 144.25 0.03 0.0% 143.41
High 144.58 145.47 0.89 0.6% 144.55
Low 144.02 144.24 0.22 0.2% 143.03
Close 144.03 145.47 1.44 1.0% 144.23
Range 0.56 1.23 0.67 119.6% 1.52
ATR 0.71 0.76 0.05 7.3% 0.00
Volume 734,689 1,201,664 466,975 63.6% 3,783,667
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 148.75 148.34 146.15
R3 147.52 147.11 145.81
R2 146.29 146.29 145.70
R1 145.88 145.88 145.58 146.09
PP 145.06 145.06 145.06 145.16
S1 144.65 144.65 145.36 144.86
S2 143.83 143.83 145.24
S3 142.60 143.42 145.13
S4 141.37 142.19 144.79
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 148.50 147.88 145.07
R3 146.98 146.36 144.65
R2 145.46 145.46 144.51
R1 144.84 144.84 144.37 145.15
PP 143.94 143.94 143.94 144.09
S1 143.32 143.32 144.09 143.63
S2 142.42 142.42 143.95
S3 140.90 141.80 143.81
S4 139.38 140.28 143.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.47 143.35 2.12 1.5% 0.84 0.6% 100% True False 881,477
10 145.47 142.83 2.64 1.8% 0.76 0.5% 100% True False 800,500
20 145.47 140.71 4.76 3.3% 0.73 0.5% 100% True False 727,835
40 145.47 137.60 7.87 5.4% 0.73 0.5% 100% True False 723,456
60 145.47 135.27 10.20 7.0% 0.75 0.5% 100% True False 718,362
80 145.47 135.22 10.25 7.0% 0.77 0.5% 100% True False 542,699
100 145.47 135.22 10.25 7.0% 0.75 0.5% 100% True False 434,323
120 145.47 133.50 11.97 8.2% 0.74 0.5% 100% True False 361,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 49 trading days
Fibonacci Retracements and Extensions
4.250 150.70
2.618 148.69
1.618 147.46
1.000 146.70
0.618 146.23
HIGH 145.47
0.618 145.00
0.500 144.86
0.382 144.71
LOW 144.24
0.618 143.48
1.000 143.01
1.618 142.25
2.618 141.02
4.250 139.01
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 145.27 145.16
PP 145.06 144.86
S1 144.86 144.55

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

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