Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 142.67 143.92 1.25 0.9% 145.40
High 144.08 143.97 -0.11 -0.1% 145.43
Low 142.48 141.75 -0.73 -0.5% 142.55
Close 143.89 142.48 -1.41 -1.0% 143.48
Range 1.60 2.22 0.62 38.8% 2.88
ATR 0.93 1.02 0.09 10.0% 0.00
Volume 845,878 1,180,515 334,637 39.6% 4,379,697
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 149.39 148.16 143.70
R3 147.17 145.94 143.09
R2 144.95 144.95 142.89
R1 143.72 143.72 142.68 143.23
PP 142.73 142.73 142.73 142.49
S1 141.50 141.50 142.28 141.01
S2 140.51 140.51 142.07
S3 138.29 139.28 141.87
S4 136.07 137.06 141.26
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
5 144.78 141.75 3.03 2.1% 1.48 1.0% 24% False True 1,078,090
10 145.97 141.75 4.22 3.0% 1.25 0.9% 17% False True 721,581
20 145.97 141.67 4.30 3.0% 0.95 0.7% 19% False False 370,135
40 145.97 138.48 7.49 5.3% 0.78 0.6% 53% False False 186,963
60 145.97 133.95 12.02 8.4% 0.73 0.5% 71% False False 124,740
80 145.97 133.95 12.02 8.4% 0.58 0.4% 71% False False 93,571
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 0.13
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 153.41
2.618 149.78
1.618 147.56
1.000 146.19
0.618 145.34
HIGH 143.97
0.618 143.12
0.500 142.86
0.382 142.60
LOW 141.75
0.618 140.38
1.000 139.53
1.618 138.16
2.618 135.94
4.250 132.32
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 142.86 142.97
PP 142.73 142.80
S1 142.61 142.64

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

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