Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 139.23 139.31 0.08 0.1% 138.98
High 139.50 140.02 0.52 0.4% 139.50
Low 138.90 139.31 0.41 0.3% 138.48
Close 139.05 139.96 0.91 0.7% 139.05
Range 0.60 0.71 0.11 18.3% 1.02
ATR 0.63 0.66 0.02 3.8% 0.00
Volume 1,362 202 -1,160 -85.2% 4,642
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 141.89 141.64 140.35
R3 141.18 140.93 140.16
R2 140.47 140.47 140.09
R1 140.22 140.22 140.03 140.35
PP 139.76 139.76 139.76 139.83
S1 139.51 139.51 139.89 139.64
S2 139.05 139.05 139.83
S3 138.34 138.80 139.76
S4 137.63 138.09 139.57
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.07 141.58 139.61
R3 141.05 140.56 139.33
R2 140.03 140.03 139.24
R1 139.54 139.54 139.14 139.79
PP 139.01 139.01 139.01 139.13
S1 138.52 138.52 138.96 138.77
S2 137.99 137.99 138.86
S3 136.97 137.50 138.77
S4 135.95 136.48 138.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.02 138.48 1.54 1.1% 0.58 0.4% 96% True False 932
10 140.02 138.00 2.02 1.4% 0.56 0.4% 97% True False 529
20 140.02 135.28 4.74 3.4% 0.62 0.4% 99% True False 460
40 140.02 133.95 6.07 4.3% 0.45 0.3% 99% True False 285
60 140.02 133.95 6.07 4.3% 0.30 0.2% 99% True False 212
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 0.07
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 143.04
2.618 141.88
1.618 141.17
1.000 140.73
0.618 140.46
HIGH 140.02
0.618 139.75
0.500 139.67
0.382 139.58
LOW 139.31
0.618 138.87
1.000 138.60
1.618 138.16
2.618 137.45
4.250 136.29
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 139.86 139.78
PP 139.76 139.59
S1 139.67 139.41

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

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