Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 136.52 137.39 0.87 0.6% 136.05
High 137.30 137.90 0.60 0.4% 137.06
Low 136.40 137.00 0.60 0.4% 135.28
Close 137.00 137.74 0.74 0.5% 137.06
Range 0.90 0.90 0.00 0.0% 1.78
ATR 0.64 0.66 0.02 2.8% 0.00
Volume 1,050 468 -582 -55.4% 319
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 140.25 139.89 138.24
R3 139.35 138.99 137.99
R2 138.45 138.45 137.91
R1 138.09 138.09 137.82 138.27
PP 137.55 137.55 137.55 137.64
S1 137.19 137.19 137.66 137.37
S2 136.65 136.65 137.58
S3 135.75 136.29 137.49
S4 134.85 135.39 137.25
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 141.81 141.21 138.04
R3 140.03 139.43 137.55
R2 138.25 138.25 137.39
R1 137.65 137.65 137.22 137.95
PP 136.47 136.47 136.47 136.62
S1 135.87 135.87 136.90 136.17
S2 134.69 134.69 136.73
S3 132.91 134.09 136.57
S4 131.13 132.31 136.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.90 136.34 1.56 1.1% 0.81 0.6% 90% True False 701
10 137.90 135.28 2.62 1.9% 0.68 0.5% 94% True False 391
20 137.90 133.95 3.95 2.9% 0.58 0.4% 96% True False 282
40 138.26 133.95 4.31 3.1% 0.31 0.2% 88% False False 170
Crabel Price Patterns
NR False
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 0.12
Fibonacci Retracements and Extensions
4.250 141.73
2.618 140.26
1.618 139.36
1.000 138.80
0.618 138.46
HIGH 137.90
0.618 137.56
0.500 137.45
0.382 137.34
LOW 137.00
0.618 136.44
1.000 136.10
1.618 135.54
2.618 134.64
4.250 133.18
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 137.64 137.53
PP 137.55 137.33
S1 137.45 137.12

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

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