Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 142.00 141.57 -0.43 -0.3% 141.59
High 142.11 141.72 -0.39 -0.3% 143.09
Low 141.24 140.98 -0.26 -0.2% 140.17
Close 141.70 141.11 -0.59 -0.4% 140.88
Range 0.87 0.74 -0.13 -14.9% 2.92
ATR 1.14 1.12 -0.03 -2.5% 0.00
Volume 824,998 549,904 -275,094 -33.3% 4,353,702
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 143.49 143.04 141.52
R3 142.75 142.30 141.31
R2 142.01 142.01 141.25
R1 141.56 141.56 141.18 141.42
PP 141.27 141.27 141.27 141.20
S1 140.82 140.82 141.04 140.68
S2 140.53 140.53 140.97
S3 139.79 140.08 140.91
S4 139.05 139.34 140.70
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
5 142.26 140.35 1.91 1.4% 1.07 0.8% 40% False False 731,769
10 143.09 140.17 2.92 2.1% 1.22 0.9% 32% False False 806,560
20 145.97 140.17 5.80 4.1% 1.21 0.9% 16% False False 811,140
40 145.97 140.00 5.97 4.2% 0.94 0.7% 19% False False 415,908
60 145.97 136.34 9.63 6.8% 0.85 0.6% 50% False False 277,810
80 145.97 133.95 12.02 8.5% 0.74 0.5% 60% False False 208,387
100 145.97 133.95 12.02 8.5% 0.60 0.4% 60% False False 166,723
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 144.87
2.618 143.66
1.618 142.92
1.000 142.46
0.618 142.18
HIGH 141.72
0.618 141.44
0.500 141.35
0.382 141.26
LOW 140.98
0.618 140.52
1.000 140.24
1.618 139.78
2.618 139.04
4.250 137.84
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 141.35 141.61
PP 141.27 141.44
S1 141.19 141.28

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

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