Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 141.40 140.99 -0.41 -0.3% 141.59
High 141.73 142.26 0.53 0.4% 143.09
Low 140.52 140.95 0.43 0.3% 140.17
Close 140.88 142.15 1.27 0.9% 140.88
Range 1.21 1.31 0.10 8.3% 2.92
ATR 1.15 1.16 0.02 1.5% 0.00
Volume 734,124 652,177 -81,947 -11.2% 4,353,702
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 145.72 145.24 142.87
R3 144.41 143.93 142.51
R2 143.10 143.10 142.39
R1 142.62 142.62 142.27 142.86
PP 141.79 141.79 141.79 141.91
S1 141.31 141.31 142.03 141.55
S2 140.48 140.48 141.91
S3 139.17 140.00 141.79
S4 137.86 138.69 141.43
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
5 142.95 140.17 2.78 2.0% 1.36 1.0% 71% False False 834,515
10 143.97 140.17 3.80 2.7% 1.37 1.0% 52% False False 899,169
20 145.97 140.17 5.80 4.1% 1.23 0.9% 34% False False 755,588
40 145.97 139.30 6.67 4.7% 0.94 0.7% 43% False False 381,808
60 145.97 136.34 9.63 6.8% 0.84 0.6% 60% False False 254,897
80 145.97 133.95 12.02 8.5% 0.73 0.5% 68% False False 191,202
100 145.97 133.95 12.02 8.5% 0.58 0.4% 68% False False 152,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 147.83
2.618 145.69
1.618 144.38
1.000 143.57
0.618 143.07
HIGH 142.26
0.618 141.76
0.500 141.61
0.382 141.45
LOW 140.95
0.618 140.14
1.000 139.64
1.618 138.83
2.618 137.52
4.250 135.38
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 141.97 141.87
PP 141.79 141.59
S1 141.61 141.31

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

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