Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 141.00 140.81 -0.19 -0.1% 139.36
High 141.10 141.33 0.23 0.2% 140.79
Low 140.53 140.76 0.23 0.2% 139.30
Close 140.52 141.25 0.73 0.5% 140.74
Range 0.57 0.57 0.00 0.0% 1.49
ATR 0.66 0.67 0.01 1.6% 0.00
Volume 459 2,068 1,609 350.5% 22,635
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 142.82 142.61 141.56
R3 142.25 142.04 141.41
R2 141.68 141.68 141.35
R1 141.47 141.47 141.30 141.58
PP 141.11 141.11 141.11 141.17
S1 140.90 140.90 141.20 141.01
S2 140.54 140.54 141.15
S3 139.97 140.33 141.09
S4 139.40 139.76 140.94
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
5 141.33 139.40 1.93 1.4% 0.67 0.5% 96% True False 4,023
10 141.33 138.84 2.49 1.8% 0.62 0.4% 97% True False 3,785
20 141.33 138.00 3.33 2.4% 0.59 0.4% 98% True False 2,157
40 141.33 133.95 7.38 5.2% 0.58 0.4% 99% True False 1,220
60 141.33 133.95 7.38 5.2% 0.41 0.3% 99% True False 832
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 0.08
Fibonacci Retracements and Extensions
4.250 143.75
2.618 142.82
1.618 142.25
1.000 141.90
0.618 141.68
HIGH 141.33
0.618 141.11
0.500 141.05
0.382 140.98
LOW 140.76
0.618 140.41
1.000 140.19
1.618 139.84
2.618 139.27
4.250 138.34
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 141.18 141.08
PP 141.11 140.91
S1 141.05 140.75

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

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