Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 145.69 145.50 -0.19 -0.1% 144.22
High 146.34 145.72 -0.62 -0.4% 146.89
Low 145.59 144.31 -1.28 -0.9% 144.02
Close 145.76 144.67 -1.09 -0.7% 146.44
Range 0.75 1.41 0.66 88.0% 2.87
ATR 0.80 0.85 0.05 5.8% 0.00
Volume 945,091 579,565 -365,526 -38.7% 4,466,798
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 149.13 148.31 145.45
R3 147.72 146.90 145.06
R2 146.31 146.31 144.93
R1 145.49 145.49 144.80 145.20
PP 144.90 144.90 144.90 144.75
S1 144.08 144.08 144.54 143.79
S2 143.49 143.49 144.41
S3 142.08 142.67 144.28
S4 140.67 141.26 143.89
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 154.39 153.29 148.02
R3 151.52 150.42 147.23
R2 148.65 148.65 146.97
R1 147.55 147.55 146.70 148.10
PP 145.78 145.78 145.78 146.06
S1 144.68 144.68 146.18 145.23
S2 142.91 142.91 145.91
S3 140.04 141.81 145.65
S4 137.17 138.94 144.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.89 144.31 2.58 1.8% 1.00 0.7% 14% False True 961,924
10 146.89 143.35 3.54 2.4% 0.92 0.6% 37% False False 921,701
20 146.89 142.26 4.63 3.2% 0.80 0.5% 52% False False 825,450
40 146.89 139.45 7.44 5.1% 0.75 0.5% 70% False False 757,169
60 146.89 135.27 11.62 8.0% 0.79 0.5% 81% False False 744,948
80 146.89 135.27 11.62 8.0% 0.78 0.5% 81% False False 602,692
100 146.89 135.22 11.67 8.1% 0.77 0.5% 81% False False 482,393
120 146.89 135.09 11.80 8.2% 0.74 0.5% 81% False False 402,021
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 123 trading days
Fibonacci Retracements and Extensions
4.250 151.71
2.618 149.41
1.618 148.00
1.000 147.13
0.618 146.59
HIGH 145.72
0.618 145.18
0.500 145.02
0.382 144.85
LOW 144.31
0.618 143.44
1.000 142.90
1.618 142.03
2.618 140.62
4.250 138.32
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 145.02 145.33
PP 144.90 145.11
S1 144.79 144.89

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

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