Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 144.34 144.94 0.60 0.4% 142.96
High 145.12 145.97 0.85 0.6% 145.97
Low 144.00 144.90 0.90 0.6% 142.80
Close 145.07 145.40 0.33 0.2% 145.40
Range 1.12 1.07 -0.05 -4.5% 3.17
ATR 0.76 0.78 0.02 3.0% 0.00
Volume 241,068 389,561 148,493 61.6% 914,727
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 148.63 148.09 145.99
R3 147.56 147.02 145.69
R2 146.49 146.49 145.60
R1 145.95 145.95 145.50 146.22
PP 145.42 145.42 145.42 145.56
S1 144.88 144.88 145.30 145.15
S2 144.35 144.35 145.20
S3 143.28 143.81 145.11
S4 142.21 142.74 144.81
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 154.23 152.99 147.14
R3 151.06 149.82 146.27
R2 147.89 147.89 145.98
R1 146.65 146.65 145.69 147.27
PP 144.72 144.72 144.72 145.04
S1 143.48 143.48 145.11 144.10
S2 141.55 141.55 144.82
S3 138.38 140.31 144.53
S4 135.21 137.14 143.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.97 142.80 3.17 2.2% 0.93 0.6% 82% True False 182,945
10 145.97 141.87 4.10 2.8% 0.79 0.5% 86% True False 97,529
20 145.97 140.53 5.44 3.7% 0.72 0.5% 90% True False 51,622
40 145.97 136.40 9.57 6.6% 0.67 0.5% 94% True False 26,864
60 145.97 133.95 12.02 8.3% 0.63 0.4% 95% True False 17,979
80 145.97 133.95 12.02 8.3% 0.47 0.3% 95% True False 13,499
Crabel Price Patterns
NR True
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 150.52
2.618 148.77
1.618 147.70
1.000 147.04
0.618 146.63
HIGH 145.97
0.618 145.56
0.500 145.44
0.382 145.31
LOW 144.90
0.618 144.24
1.000 143.83
1.618 143.17
2.618 142.10
4.250 140.35
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 145.44 145.12
PP 145.42 144.84
S1 145.41 144.57

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

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