Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 141.31 141.48 0.17 0.1% 141.00
High 141.69 141.81 0.12 0.1% 141.81
Low 140.98 141.25 0.27 0.2% 140.53
Close 141.32 141.50 0.18 0.1% 141.50
Range 0.71 0.56 -0.15 -21.1% 1.28
ATR 0.67 0.66 -0.01 -1.1% 0.00
Volume 11,053 4,056 -6,997 -63.3% 21,788
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 143.20 142.91 141.81
R3 142.64 142.35 141.65
R2 142.08 142.08 141.60
R1 141.79 141.79 141.55 141.94
PP 141.52 141.52 141.52 141.59
S1 141.23 141.23 141.45 141.38
S2 140.96 140.96 141.40
S3 140.40 140.67 141.35
S4 139.84 140.11 141.19
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 145.12 144.59 142.20
R3 143.84 143.31 141.85
R2 142.56 142.56 141.73
R1 142.03 142.03 141.62 142.30
PP 141.28 141.28 141.28 141.41
S1 140.75 140.75 141.38 141.02
S2 140.00 140.00 141.27
S3 138.72 139.47 141.15
S4 137.44 138.19 140.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.81 140.53 1.28 0.9% 0.60 0.4% 76% True False 4,357
10 141.81 139.30 2.51 1.8% 0.64 0.5% 88% True False 5,196
20 141.81 138.48 3.33 2.4% 0.59 0.4% 91% True False 3,104
40 141.81 133.95 7.86 5.6% 0.61 0.4% 96% True False 1,696
60 141.81 133.95 7.86 5.6% 0.44 0.3% 96% True False 1,150
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.14
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 144.19
2.618 143.28
1.618 142.72
1.000 142.37
0.618 142.16
HIGH 141.81
0.618 141.60
0.500 141.53
0.382 141.46
LOW 141.25
0.618 140.90
1.000 140.69
1.618 140.34
2.618 139.78
4.250 138.87
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 141.53 141.47
PP 141.52 141.43
S1 141.51 141.40

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

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