Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 142.17 141.99 -0.18 -0.1% 145.40
High 142.34 142.42 0.08 0.1% 145.43
Low 141.44 141.53 0.09 0.1% 142.55
Close 141.71 141.83 0.12 0.1% 143.48
Range 0.90 0.89 -0.01 -1.1% 2.88
ATR 1.02 1.01 -0.01 -0.9% 0.00
Volume 1,120,484 964,596 -155,888 -13.9% 4,379,697
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 144.60 144.10 142.32
R3 143.71 143.21 142.07
R2 142.82 142.82 141.99
R1 142.32 142.32 141.91 142.13
PP 141.93 141.93 141.93 141.83
S1 141.43 141.43 141.75 141.24
S2 141.04 141.04 141.67
S3 140.15 140.54 141.59
S4 139.26 139.65 141.34
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
5 144.18 141.44 2.74 1.9% 1.31 0.9% 14% False False 994,114
10 145.97 141.44 4.53 3.2% 1.18 0.8% 9% False False 888,073
20 145.97 141.44 4.53 3.2% 0.96 0.7% 9% False False 473,524
40 145.97 138.79 7.18 5.1% 0.80 0.6% 42% False False 239,027
60 145.97 133.97 12.00 8.5% 0.74 0.5% 66% False False 159,488
80 145.97 133.95 12.02 8.5% 0.60 0.4% 66% False False 119,634
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 146.20
2.618 144.75
1.618 143.86
1.000 143.31
0.618 142.97
HIGH 142.42
0.618 142.08
0.500 141.98
0.382 141.87
LOW 141.53
0.618 140.98
1.000 140.64
1.618 140.09
2.618 139.20
4.250 137.75
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 141.98 142.71
PP 141.93 142.41
S1 141.88 142.12

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

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