Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 144.57 143.50 -1.07 -0.7% 142.96
High 144.78 143.69 -1.09 -0.8% 145.97
Low 143.24 142.55 -0.69 -0.5% 142.80
Close 143.30 143.06 -0.24 -0.2% 145.40
Range 1.54 1.14 -0.40 -26.0% 3.17
ATR 0.83 0.86 0.02 2.6% 0.00
Volume 1,380,145 1,124,811 -255,334 -18.5% 914,727
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 146.52 145.93 143.69
R3 145.38 144.79 143.37
R2 144.24 144.24 143.27
R1 143.65 143.65 143.16 143.38
PP 143.10 143.10 143.10 142.96
S1 142.51 142.51 142.96 142.24
S2 141.96 141.96 142.85
S3 140.82 141.37 142.75
S4 139.68 140.23 142.43
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
5 145.97 142.55 3.42 2.4% 1.05 0.7% 15% False True 782,031
10 145.97 142.52 3.45 2.4% 0.96 0.7% 16% False False 445,248
20 145.97 141.25 4.72 3.3% 0.81 0.6% 38% False False 226,765
40 145.97 138.28 7.69 5.4% 0.69 0.5% 62% False False 114,834
60 145.97 133.95 12.02 8.4% 0.68 0.5% 76% False False 76,653
80 145.97 133.95 12.02 8.4% 0.52 0.4% 76% False False 57,504
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.54
2.618 146.67
1.618 145.53
1.000 144.83
0.618 144.39
HIGH 143.69
0.618 143.25
0.500 143.12
0.382 142.99
LOW 142.55
0.618 141.85
1.000 141.41
1.618 140.71
2.618 139.57
4.250 137.71
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 143.12 143.99
PP 143.10 143.68
S1 143.08 143.37

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

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