Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 140.56 141.40 0.84 0.6% 141.59
High 141.57 141.73 0.16 0.1% 143.09
Low 140.35 140.52 0.17 0.1% 140.17
Close 141.52 140.88 -0.64 -0.5% 140.88
Range 1.22 1.21 -0.01 -0.8% 2.92
ATR 1.14 1.15 0.00 0.4% 0.00
Volume 897,646 734,124 -163,522 -18.2% 4,353,702
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 144.67 143.99 141.55
R3 143.46 142.78 141.21
R2 142.25 142.25 141.10
R1 141.57 141.57 140.99 141.31
PP 141.04 141.04 141.04 140.91
S1 140.36 140.36 140.77 140.10
S2 139.83 139.83 140.66
S3 138.62 139.15 140.55
S4 137.41 137.94 140.21
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 150.14 148.43 142.49
R3 147.22 145.51 141.68
R2 144.30 144.30 141.42
R1 142.59 142.59 141.15 141.99
PP 141.38 141.38 141.38 141.08
S1 139.67 139.67 140.61 139.07
S2 138.46 138.46 140.34
S3 135.54 136.75 140.08
S4 132.62 133.83 139.27
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% 1.49 1.1% 24% False False 870,740
10 144.08 140.17 3.91 2.8% 1.40 1.0% 18% False False 918,539
20 145.97 140.17 5.80 4.1% 1.19 0.8% 12% False False 723,991
40 145.97 139.30 6.67 4.7% 0.92 0.7% 24% False False 365,693
60 145.97 135.94 10.03 7.1% 0.82 0.6% 49% False False 244,030
80 145.97 133.95 12.02 8.5% 0.71 0.5% 58% False False 183,051
100 145.97 133.95 12.02 8.5% 0.57 0.4% 58% False False 146,454
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.22
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 146.87
2.618 144.90
1.618 143.69
1.000 142.94
0.618 142.48
HIGH 141.73
0.618 141.27
0.500 141.13
0.382 140.98
LOW 140.52
0.618 139.77
1.000 139.31
1.618 138.56
2.618 137.35
4.250 135.38
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 141.13 140.95
PP 141.04 140.93
S1 140.96 140.90

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

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