Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 143.41 142.67 -0.74 -0.5% 145.40
High 144.18 144.08 -0.10 -0.1% 145.43
Low 143.26 142.48 -0.78 -0.5% 142.55
Close 143.48 143.89 0.41 0.3% 143.48
Range 0.92 1.60 0.68 73.9% 2.88
ATR 0.88 0.93 0.05 5.9% 0.00
Volume 859,101 845,878 -13,223 -1.5% 4,379,697
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 148.28 147.69 144.77
R3 146.68 146.09 144.33
R2 145.08 145.08 144.18
R1 144.49 144.49 144.04 144.79
PP 143.48 143.48 143.48 143.63
S1 142.89 142.89 143.74 143.19
S2 141.88 141.88 143.60
S3 140.28 141.29 143.45
S4 138.68 139.69 143.01
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 152.46 150.85 145.06
R3 149.58 147.97 144.27
R2 146.70 146.70 144.01
R1 145.09 145.09 143.74 144.46
PP 143.82 143.82 143.82 143.50
S1 142.21 142.21 143.22 141.58
S2 140.94 140.94 142.95
S3 138.06 139.33 142.69
S4 135.18 136.45 141.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.43 142.48 2.95 2.1% 1.19 0.8% 48% False True 964,128
10 145.97 142.48 3.49 2.4% 1.08 0.8% 40% False True 612,006
20 145.97 141.66 4.31 3.0% 0.87 0.6% 52% False False 311,632
40 145.97 138.48 7.49 5.2% 0.74 0.5% 72% False False 157,454
60 145.97 133.95 12.02 8.4% 0.70 0.5% 83% False False 105,066
80 145.97 133.95 12.02 8.4% 0.55 0.4% 83% False False 78,815
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 0.14
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 150.88
2.618 148.27
1.618 146.67
1.000 145.68
0.618 145.07
HIGH 144.08
0.618 143.47
0.500 143.28
0.382 143.09
LOW 142.48
0.618 141.49
1.000 140.88
1.618 139.89
2.618 138.29
4.250 135.68
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 143.69 143.70
PP 143.48 143.52
S1 143.28 143.33

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

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