Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 140.65 140.90 0.25 0.2% 140.99
High 141.03 141.78 0.75 0.5% 142.26
Low 139.72 140.68 0.96 0.7% 139.72
Close 140.90 141.68 0.78 0.6% 140.90
Range 1.31 1.10 -0.21 -16.0% 2.54
ATR 1.16 1.16 0.00 -0.4% 0.00
Volume 856,654 662,585 -194,069 -22.7% 3,572,871
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 144.68 144.28 142.29
R3 143.58 143.18 141.98
R2 142.48 142.48 141.88
R1 142.08 142.08 141.78 142.28
PP 141.38 141.38 141.38 141.48
S1 140.98 140.98 141.58 141.18
S2 140.28 140.28 141.48
S3 139.18 139.88 141.38
S4 138.08 138.78 141.08
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
5 142.11 139.72 2.39 1.7% 0.98 0.7% 82% False False 716,655
10 142.95 139.72 3.23 2.3% 1.17 0.8% 61% False False 775,585
20 145.43 139.72 5.71 4.0% 1.23 0.9% 34% False False 869,781
40 145.97 139.72 6.25 4.4% 0.98 0.7% 31% False False 470,813
60 145.97 137.00 8.97 6.3% 0.86 0.6% 52% False False 314,568
80 145.97 133.95 12.02 8.5% 0.78 0.6% 64% False False 235,991
100 145.97 133.95 12.02 8.5% 0.63 0.4% 64% False False 188,805
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.46
2.618 144.66
1.618 143.56
1.000 142.88
0.618 142.46
HIGH 141.78
0.618 141.36
0.500 141.23
0.382 141.10
LOW 140.68
0.618 140.00
1.000 139.58
1.618 138.90
2.618 137.80
4.250 136.01
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 141.53 141.41
PP 141.38 141.14
S1 141.23 140.87

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

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