Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 141.28 140.65 -0.63 -0.4% 140.99
High 142.01 141.03 -0.98 -0.7% 142.26
Low 141.11 139.72 -1.39 -1.0% 139.72
Close 141.71 140.90 -0.81 -0.6% 140.90
Range 0.90 1.31 0.41 45.6% 2.54
ATR 1.10 1.16 0.06 5.8% 0.00
Volume 689,138 856,654 167,516 24.3% 3,572,871
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 144.48 144.00 141.62
R3 143.17 142.69 141.26
R2 141.86 141.86 141.14
R1 141.38 141.38 141.02 141.62
PP 140.55 140.55 140.55 140.67
S1 140.07 140.07 140.78 140.31
S2 139.24 139.24 140.66
S3 137.93 138.76 140.54
S4 136.62 137.45 140.18
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 148.58 147.28 142.30
R3 146.04 144.74 141.60
R2 143.50 143.50 141.37
R1 142.20 142.20 141.13 141.58
PP 140.96 140.96 140.96 140.65
S1 139.66 139.66 140.67 139.04
S2 138.42 138.42 140.43
S3 135.88 137.12 140.20
S4 133.34 134.58 139.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.26 139.72 2.54 1.8% 1.03 0.7% 46% False True 714,574
10 143.09 139.72 3.37 2.4% 1.26 0.9% 35% False True 792,657
20 145.43 139.72 5.71 4.1% 1.21 0.9% 21% False True 856,898
40 145.97 139.72 6.25 4.4% 0.97 0.7% 19% False True 454,260
60 145.97 136.40 9.57 6.8% 0.85 0.6% 47% False False 303,542
80 145.97 133.95 12.02 8.5% 0.77 0.5% 58% False False 227,709
100 145.97 133.95 12.02 8.5% 0.62 0.4% 58% False False 182,179
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.60
2.618 144.46
1.618 143.15
1.000 142.34
0.618 141.84
HIGH 141.03
0.618 140.53
0.500 140.38
0.382 140.22
LOW 139.72
0.618 138.91
1.000 138.41
1.618 137.60
2.618 136.29
4.250 134.15
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 140.73 140.89
PP 140.55 140.88
S1 140.38 140.87

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

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