Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 138.91 138.54 -0.37 -0.3% 138.00
High 138.91 139.10 0.19 0.1% 139.02
Low 138.48 138.53 0.05 0.0% 138.00
Close 138.58 139.00 0.42 0.3% 138.98
Range 0.43 0.57 0.14 32.6% 1.02
ATR 0.64 0.64 -0.01 -0.8% 0.00
Volume 1,309 1,194 -115 -8.8% 448
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 140.59 140.36 139.31
R3 140.02 139.79 139.16
R2 139.45 139.45 139.10
R1 139.22 139.22 139.05 139.34
PP 138.88 138.88 138.88 138.93
S1 138.65 138.65 138.95 138.77
S2 138.31 138.31 138.90
S3 137.74 138.08 138.84
S4 137.17 137.51 138.69
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 141.73 141.37 139.54
R3 140.71 140.35 139.26
R2 139.69 139.69 139.17
R1 139.33 139.33 139.07 139.51
PP 138.67 138.67 138.67 138.76
S1 138.31 138.31 138.89 138.49
S2 137.65 137.65 138.79
S3 136.63 137.29 138.70
S4 135.61 136.27 138.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.13 138.28 0.85 0.6% 0.42 0.3% 85% False False 572
10 139.13 136.34 2.79 2.0% 0.61 0.4% 95% False False 597
20 139.13 133.97 5.16 3.7% 0.60 0.4% 97% False False 410
40 139.13 133.95 5.18 3.7% 0.41 0.3% 97% False False 242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141.52
2.618 140.59
1.618 140.02
1.000 139.67
0.618 139.45
HIGH 139.10
0.618 138.88
0.500 138.82
0.382 138.75
LOW 138.53
0.618 138.18
1.000 137.96
1.618 137.61
2.618 137.04
4.250 136.11
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 138.94 138.94
PP 138.88 138.87
S1 138.82 138.81

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

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