Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 141.42 140.56 -0.86 -0.6% 142.67
High 141.46 141.57 0.11 0.1% 144.08
Low 140.17 140.35 0.18 0.1% 141.44
Close 140.49 141.52 1.03 0.7% 142.29
Range 1.29 1.22 -0.07 -5.4% 2.64
ATR 1.13 1.14 0.01 0.5% 0.00
Volume 996,045 897,646 -98,399 -9.9% 4,831,697
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 144.81 144.38 142.19
R3 143.59 143.16 141.86
R2 142.37 142.37 141.74
R1 141.94 141.94 141.63 142.16
PP 141.15 141.15 141.15 141.25
S1 140.72 140.72 141.41 140.94
S2 139.93 139.93 141.30
S3 138.71 139.50 141.18
S4 137.49 138.28 140.85
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% 1.43 1.0% 46% False False 867,960
10 144.18 140.17 4.01 2.8% 1.37 1.0% 34% False False 931,037
20 145.97 140.17 5.80 4.1% 1.16 0.8% 23% False False 688,142
40 145.97 139.01 6.96 4.9% 0.91 0.6% 36% False False 347,399
60 145.97 135.28 10.69 7.6% 0.81 0.6% 58% False False 231,795
80 145.97 133.95 12.02 8.5% 0.69 0.5% 63% False False 173,875
100 145.97 133.95 12.02 8.5% 0.56 0.4% 63% False False 139,113
Crabel Price Patterns
NR True
NR4 True
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 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.76
2.618 144.76
1.618 143.54
1.000 142.79
0.618 142.32
HIGH 141.57
0.618 141.10
0.500 140.96
0.382 140.82
LOW 140.35
0.618 139.60
1.000 139.13
1.618 138.38
2.618 137.16
4.250 135.17
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 141.33 141.56
PP 141.15 141.55
S1 140.96 141.53

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

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