Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 141.22 141.31 0.09 0.1% 139.36
High 141.72 141.69 -0.03 0.0% 140.79
Low 141.14 140.98 -0.16 -0.1% 139.30
Close 141.52 141.32 -0.20 -0.1% 140.74
Range 0.58 0.71 0.13 22.4% 1.49
ATR 0.66 0.67 0.00 0.5% 0.00
Volume 4,152 11,053 6,901 166.2% 22,635
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 143.46 143.10 141.71
R3 142.75 142.39 141.52
R2 142.04 142.04 141.45
R1 141.68 141.68 141.39 141.86
PP 141.33 141.33 141.33 141.42
S1 140.97 140.97 141.25 141.15
S2 140.62 140.62 141.19
S3 139.91 140.26 141.12
S4 139.20 139.55 140.93
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
5 141.72 140.16 1.56 1.1% 0.61 0.4% 74% False False 4,375
10 141.72 139.01 2.71 1.9% 0.65 0.5% 85% False False 5,028
20 141.72 138.28 3.44 2.4% 0.58 0.4% 88% False False 2,904
40 141.72 133.95 7.77 5.5% 0.62 0.4% 95% False False 1,597
60 141.72 133.95 7.77 5.5% 0.43 0.3% 95% False False 1,084
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 144.71
2.618 143.55
1.618 142.84
1.000 142.40
0.618 142.13
HIGH 141.69
0.618 141.42
0.500 141.34
0.382 141.25
LOW 140.98
0.618 140.54
1.000 140.27
1.618 139.83
2.618 139.12
4.250 137.96
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 141.34 141.29
PP 141.33 141.27
S1 141.33 141.24

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

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