Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 141.99 141.75 -0.24 -0.2% 142.67
High 142.42 142.63 0.21 0.1% 144.08
Low 141.53 141.69 0.16 0.1% 141.44
Close 141.83 142.29 0.46 0.3% 142.29
Range 0.89 0.94 0.05 5.6% 2.64
ATR 1.01 1.01 -0.01 -0.5% 0.00
Volume 964,596 720,224 -244,372 -25.3% 4,831,697
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 145.02 144.60 142.81
R3 144.08 143.66 142.55
R2 143.14 143.14 142.46
R1 142.72 142.72 142.38 142.93
PP 142.20 142.20 142.20 142.31
S1 141.78 141.78 142.20 141.99
S2 141.26 141.26 142.12
S3 140.32 140.84 142.03
S4 139.38 139.90 141.77
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 150.52 149.05 143.74
R3 147.88 146.41 143.02
R2 145.24 145.24 142.77
R1 143.77 143.77 142.53 143.19
PP 142.60 142.60 142.60 142.31
S1 141.13 141.13 142.05 140.55
S2 139.96 139.96 141.81
S3 137.32 138.49 141.56
S4 134.68 135.85 140.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.08 141.44 2.64 1.9% 1.31 0.9% 32% False False 966,339
10 145.43 141.44 3.99 2.8% 1.17 0.8% 21% False False 921,139
20 145.97 141.44 4.53 3.2% 0.98 0.7% 19% False False 509,334
40 145.97 138.84 7.13 5.0% 0.81 0.6% 48% False False 257,018
60 145.97 133.97 12.00 8.4% 0.75 0.5% 69% False False 171,489
80 145.97 133.95 12.02 8.4% 0.62 0.4% 69% False False 128,636
100 145.97 133.95 12.02 8.4% 0.49 0.3% 69% False False 102,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.63
2.618 145.09
1.618 144.15
1.000 143.57
0.618 143.21
HIGH 142.63
0.618 142.27
0.500 142.16
0.382 142.05
LOW 141.69
0.618 141.11
1.000 140.75
1.618 140.17
2.618 139.23
4.250 137.70
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 142.25 142.21
PP 142.20 142.12
S1 142.16 142.04

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

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