Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 140.81 141.22 0.41 0.3% 139.36
High 141.33 141.72 0.39 0.3% 140.79
Low 140.76 141.14 0.38 0.3% 139.30
Close 141.25 141.52 0.27 0.2% 140.74
Range 0.57 0.58 0.01 1.8% 1.49
ATR 0.67 0.66 -0.01 -1.0% 0.00
Volume 2,068 4,152 2,084 100.8% 22,635
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 143.20 142.94 141.84
R3 142.62 142.36 141.68
R2 142.04 142.04 141.63
R1 141.78 141.78 141.57 141.91
PP 141.46 141.46 141.46 141.53
S1 141.20 141.20 141.47 141.33
S2 140.88 140.88 141.41
S3 140.30 140.62 141.36
S4 139.72 140.04 141.20
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
5 141.72 140.00 1.72 1.2% 0.56 0.4% 88% True False 3,675
10 141.72 138.84 2.88 2.0% 0.61 0.4% 93% True False 4,190
20 141.72 138.28 3.44 2.4% 0.57 0.4% 94% True False 2,355
40 141.72 133.95 7.77 5.5% 0.60 0.4% 97% True False 1,322
60 141.72 133.95 7.77 5.5% 0.42 0.3% 97% True False 900
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 0.09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.19
2.618 143.24
1.618 142.66
1.000 142.30
0.618 142.08
HIGH 141.72
0.618 141.50
0.500 141.43
0.382 141.36
LOW 141.14
0.618 140.78
1.000 140.56
1.618 140.20
2.618 139.62
4.250 138.68
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 141.49 141.39
PP 141.46 141.26
S1 141.43 141.13

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

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