Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 142.64 141.42 -1.22 -0.9% 142.67
High 142.95 141.46 -1.49 -1.0% 144.08
Low 141.19 140.17 -1.02 -0.7% 141.44
Close 141.36 140.49 -0.87 -0.6% 142.29
Range 1.76 1.29 -0.47 -26.7% 2.64
ATR 1.12 1.13 0.01 1.1% 0.00
Volume 892,586 996,045 103,459 11.6% 4,831,697
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 144.58 143.82 141.20
R3 143.29 142.53 140.84
R2 142.00 142.00 140.73
R1 141.24 141.24 140.61 140.98
PP 140.71 140.71 140.71 140.57
S1 139.95 139.95 140.37 139.69
S2 139.42 139.42 140.25
S3 138.13 138.66 140.14
S4 136.84 137.37 139.78
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
5 143.09 140.17 2.92 2.1% 1.37 1.0% 11% False True 881,350
10 144.18 140.17 4.01 2.9% 1.36 1.0% 8% False True 953,754
20 145.97 140.17 5.80 4.1% 1.13 0.8% 6% False True 644,405
40 145.97 138.84 7.13 5.1% 0.89 0.6% 23% False False 325,024
60 145.97 135.28 10.69 7.6% 0.81 0.6% 49% False False 216,834
80 145.97 133.95 12.02 8.6% 0.68 0.5% 54% False False 162,655
100 145.97 133.95 12.02 8.6% 0.54 0.4% 54% False False 130,137
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.94
2.618 144.84
1.618 143.55
1.000 142.75
0.618 142.26
HIGH 141.46
0.618 140.97
0.500 140.82
0.382 140.66
LOW 140.17
0.618 139.37
1.000 138.88
1.618 138.08
2.618 136.79
4.250 134.69
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 140.82 141.63
PP 140.71 141.25
S1 140.60 140.87

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

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