Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 141.75 141.59 -0.16 -0.1% 142.67
High 142.63 143.09 0.46 0.3% 144.08
Low 141.69 141.14 -0.55 -0.4% 141.44
Close 142.29 142.64 0.35 0.2% 142.29
Range 0.94 1.95 1.01 107.4% 2.64
ATR 1.01 1.07 0.07 6.7% 0.00
Volume 720,224 833,301 113,077 15.7% 4,831,697
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 148.14 147.34 143.71
R3 146.19 145.39 143.18
R2 144.24 144.24 143.00
R1 143.44 143.44 142.82 143.84
PP 142.29 142.29 142.29 142.49
S1 141.49 141.49 142.46 141.89
S2 140.34 140.34 142.28
S3 138.39 139.54 142.10
S4 136.44 137.59 141.57
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
5 143.97 141.14 2.83 2.0% 1.38 1.0% 53% False True 963,824
10 145.43 141.14 4.29 3.0% 1.29 0.9% 35% False True 963,976
20 145.97 141.14 4.83 3.4% 1.05 0.7% 31% False True 550,790
40 145.97 138.84 7.13 5.0% 0.85 0.6% 53% False False 277,816
60 145.97 135.28 10.69 7.5% 0.76 0.5% 69% False False 185,361
80 145.97 133.95 12.02 8.4% 0.64 0.4% 72% False False 139,048
100 145.97 133.95 12.02 8.4% 0.51 0.4% 72% False False 111,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 151.38
2.618 148.20
1.618 146.25
1.000 145.04
0.618 144.30
HIGH 143.09
0.618 142.35
0.500 142.12
0.382 141.88
LOW 141.14
0.618 139.93
1.000 139.19
1.618 137.98
2.618 136.03
4.250 132.85
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 142.47 142.47
PP 142.29 142.29
S1 142.12 142.12

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

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