Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 144.25 145.34 1.09 0.8% 143.41
High 145.47 146.08 0.61 0.4% 144.55
Low 144.24 144.97 0.73 0.5% 143.03
Close 145.47 145.92 0.45 0.3% 144.23
Range 1.23 1.11 -0.12 -9.8% 1.52
ATR 0.76 0.79 0.02 3.2% 0.00
Volume 1,201,664 1,146,181 -55,483 -4.6% 3,783,667
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 148.99 148.56 146.53
R3 147.88 147.45 146.23
R2 146.77 146.77 146.12
R1 146.34 146.34 146.02 146.56
PP 145.66 145.66 145.66 145.76
S1 145.23 145.23 145.82 145.45
S2 144.55 144.55 145.72
S3 143.44 144.12 145.61
S4 142.33 143.01 145.31
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
5 146.08 143.63 2.45 1.7% 0.88 0.6% 93% True False 939,292
10 146.08 143.03 3.05 2.1% 0.78 0.5% 95% True False 812,328
20 146.08 141.26 4.82 3.3% 0.73 0.5% 97% True False 748,575
40 146.08 137.60 8.48 5.8% 0.74 0.5% 98% True False 736,537
60 146.08 135.27 10.81 7.4% 0.76 0.5% 99% True False 734,519
80 146.08 135.22 10.86 7.4% 0.77 0.5% 99% True False 557,005
100 146.08 135.22 10.86 7.4% 0.76 0.5% 99% True False 445,783
120 146.08 133.50 12.58 8.6% 0.74 0.5% 99% True False 371,494
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.80
2.618 148.99
1.618 147.88
1.000 147.19
0.618 146.77
HIGH 146.08
0.618 145.66
0.500 145.53
0.382 145.39
LOW 144.97
0.618 144.28
1.000 143.86
1.618 143.17
2.618 142.06
4.250 140.25
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 145.79 145.63
PP 145.66 145.34
S1 145.53 145.05

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

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