Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 140.99 142.00 1.01 0.7% 141.59
High 142.26 142.11 -0.15 -0.1% 143.09
Low 140.95 141.24 0.29 0.2% 140.17
Close 142.15 141.70 -0.45 -0.3% 140.88
Range 1.31 0.87 -0.44 -33.6% 2.92
ATR 1.16 1.14 -0.02 -1.6% 0.00
Volume 652,177 824,998 172,821 26.5% 4,353,702
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 144.29 143.87 142.18
R3 143.42 143.00 141.94
R2 142.55 142.55 141.86
R1 142.13 142.13 141.78 141.91
PP 141.68 141.68 141.68 141.57
S1 141.26 141.26 141.62 141.04
S2 140.81 140.81 141.54
S3 139.94 140.39 141.46
S4 139.07 139.52 141.22
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
5 142.26 140.17 2.09 1.5% 1.18 0.8% 73% False False 820,998
10 143.09 140.17 2.92 2.1% 1.23 0.9% 52% False False 863,618
20 145.97 140.17 5.80 4.1% 1.24 0.9% 26% False False 792,599
40 145.97 139.40 6.57 4.6% 0.95 0.7% 35% False False 402,307
60 145.97 136.34 9.63 6.8% 0.84 0.6% 56% False False 268,647
80 145.97 133.95 12.02 8.5% 0.74 0.5% 64% False False 201,513
100 145.97 133.95 12.02 8.5% 0.59 0.4% 64% False False 161,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 145.81
2.618 144.39
1.618 143.52
1.000 142.98
0.618 142.65
HIGH 142.11
0.618 141.78
0.500 141.68
0.382 141.57
LOW 141.24
0.618 140.70
1.000 140.37
1.618 139.83
2.618 138.96
4.250 137.54
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 141.69 141.60
PP 141.68 141.49
S1 141.68 141.39

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

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