Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 142.15 142.40 0.25 0.2% 141.75
High 142.32 143.13 0.81 0.6% 142.86
Low 141.87 142.19 0.32 0.2% 141.66
Close 141.91 142.92 1.01 0.7% 142.46
Range 0.45 0.94 0.49 108.9% 1.20
ATR 0.66 0.70 0.04 6.0% 0.00
Volume 5,245 11,103 5,858 111.7% 35,361
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 145.57 145.18 143.44
R3 144.63 144.24 143.18
R2 143.69 143.69 143.09
R1 143.30 143.30 143.01 143.50
PP 142.75 142.75 142.75 142.84
S1 142.36 142.36 142.83 142.56
S2 141.81 141.81 142.75
S3 140.87 141.42 142.66
S4 139.93 140.48 142.40
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 145.93 145.39 143.12
R3 144.73 144.19 142.79
R2 143.53 143.53 142.68
R1 142.99 142.99 142.57 143.26
PP 142.33 142.33 142.33 142.46
S1 141.79 141.79 142.35 142.06
S2 141.13 141.13 142.24
S3 139.93 140.59 142.13
S4 138.73 139.39 141.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.13 141.87 1.26 0.9% 0.66 0.5% 83% True False 6,609
10 143.13 140.98 2.15 1.5% 0.67 0.5% 90% True False 7,099
20 143.13 138.84 4.29 3.0% 0.64 0.4% 95% True False 5,644
40 143.13 135.28 7.85 5.5% 0.64 0.4% 97% True False 3,049
60 143.13 133.95 9.18 6.4% 0.53 0.4% 98% True False 2,072
80 143.13 133.95 9.18 6.4% 0.40 0.3% 98% True False 1,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 147.13
2.618 145.59
1.618 144.65
1.000 144.07
0.618 143.71
HIGH 143.13
0.618 142.77
0.500 142.66
0.382 142.55
LOW 142.19
0.618 141.61
1.000 141.25
1.618 140.67
2.618 139.73
4.250 138.20
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 142.83 142.78
PP 142.75 142.64
S1 142.66 142.50

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

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