Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 141.59 142.64 1.05 0.7% 142.67
High 143.09 142.95 -0.14 -0.1% 144.08
Low 141.14 141.19 0.05 0.0% 141.44
Close 142.64 141.36 -1.28 -0.9% 142.29
Range 1.95 1.76 -0.19 -9.7% 2.64
ATR 1.07 1.12 0.05 4.6% 0.00
Volume 833,301 892,586 59,285 7.1% 4,831,697
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 147.11 146.00 142.33
R3 145.35 144.24 141.84
R2 143.59 143.59 141.68
R1 142.48 142.48 141.52 142.16
PP 141.83 141.83 141.83 141.67
S1 140.72 140.72 141.20 140.40
S2 140.07 140.07 141.04
S3 138.31 138.96 140.88
S4 136.55 137.20 140.39
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
5 143.09 141.14 1.95 1.4% 1.29 0.9% 11% False False 906,238
10 144.78 141.14 3.64 2.6% 1.39 1.0% 6% False False 992,164
20 145.97 141.14 4.83 3.4% 1.12 0.8% 5% False False 595,157
40 145.97 138.84 7.13 5.0% 0.87 0.6% 35% False False 300,126
60 145.97 135.28 10.69 7.6% 0.79 0.6% 57% False False 200,237
80 145.97 133.95 12.02 8.5% 0.66 0.5% 62% False False 150,205
100 145.97 133.95 12.02 8.5% 0.53 0.4% 62% False False 120,178
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.43
2.618 147.56
1.618 145.80
1.000 144.71
0.618 144.04
HIGH 142.95
0.618 142.28
0.500 142.07
0.382 141.86
LOW 141.19
0.618 140.10
1.000 139.43
1.618 138.34
2.618 136.58
4.250 133.71
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 142.07 142.12
PP 141.83 141.86
S1 141.60 141.61

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

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