Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 140.37 140.41 0.04 0.0% 139.36
High 140.47 140.79 0.32 0.2% 140.79
Low 140.00 140.16 0.16 0.1% 139.30
Close 140.39 140.74 0.35 0.2% 140.74
Range 0.47 0.63 0.16 34.0% 1.49
ATR 0.67 0.67 0.00 -0.4% 0.00
Volume 7,556 4,144 -3,412 -45.2% 22,635
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 142.45 142.23 141.09
R3 141.82 141.60 140.91
R2 141.19 141.19 140.86
R1 140.97 140.97 140.80 141.08
PP 140.56 140.56 140.56 140.62
S1 140.34 140.34 140.68 140.45
S2 139.93 139.93 140.62
S3 139.30 139.71 140.57
S4 138.67 139.08 140.39
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 144.75 144.23 141.56
R3 143.26 142.74 141.15
R2 141.77 141.77 141.01
R1 141.25 141.25 140.88 141.51
PP 140.28 140.28 140.28 140.41
S1 139.76 139.76 140.60 140.02
S2 138.79 138.79 140.47
S3 137.30 138.27 140.33
S4 135.81 136.78 139.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.79 139.30 1.49 1.1% 0.68 0.5% 97% True False 6,036
10 140.79 138.84 1.95 1.4% 0.64 0.5% 97% True False 3,688
20 140.79 136.40 4.39 3.1% 0.62 0.4% 99% True False 2,106
40 140.79 133.95 6.84 4.9% 0.58 0.4% 99% True False 1,158
60 140.79 133.95 6.84 4.9% 0.39 0.3% 99% True False 791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.47
2.618 142.44
1.618 141.81
1.000 141.42
0.618 141.18
HIGH 140.79
0.618 140.55
0.500 140.48
0.382 140.40
LOW 140.16
0.618 139.77
1.000 139.53
1.618 139.14
2.618 138.51
4.250 137.48
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 140.65 140.53
PP 140.56 140.31
S1 140.48 140.10

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

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