Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 145.40 144.72 -0.68 -0.5% 142.96
High 145.42 145.43 0.01 0.0% 145.97
Low 144.68 144.67 -0.01 0.0% 142.80
Close 144.85 144.86 0.01 0.0% 145.40
Range 0.74 0.76 0.02 2.7% 3.17
ATR 0.78 0.77 0.00 -0.1% 0.00
Volume 404,931 610,709 205,778 50.8% 914,727
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 147.27 146.82 145.28
R3 146.51 146.06 145.07
R2 145.75 145.75 145.00
R1 145.30 145.30 144.93 145.53
PP 144.99 144.99 144.99 145.10
S1 144.54 144.54 144.79 144.77
S2 144.23 144.23 144.72
S3 143.47 143.78 144.65
S4 142.71 143.02 144.44
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
5 145.97 143.16 2.81 1.9% 1.01 0.7% 60% False False 365,072
10 145.97 142.19 3.78 2.6% 0.85 0.6% 71% False False 198,151
20 145.97 140.98 4.99 3.4% 0.74 0.5% 78% False False 102,278
40 145.97 138.00 7.97 5.5% 0.67 0.5% 86% False False 52,217
60 145.97 133.95 12.02 8.3% 0.64 0.4% 91% False False 34,906
80 145.97 133.95 12.02 8.3% 0.49 0.3% 91% False False 26,194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.66
2.618 147.42
1.618 146.66
1.000 146.19
0.618 145.90
HIGH 145.43
0.618 145.14
0.500 145.05
0.382 144.96
LOW 144.67
0.618 144.20
1.000 143.91
1.618 143.44
2.618 142.68
4.250 141.44
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 145.05 145.32
PP 144.99 145.17
S1 144.92 145.01

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

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