Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 140.90 141.57 0.67 0.5% 140.99
High 141.78 141.73 -0.05 0.0% 142.26
Low 140.68 141.25 0.57 0.4% 139.72
Close 141.68 141.46 -0.22 -0.2% 140.90
Range 1.10 0.48 -0.62 -56.4% 2.54
ATR 1.16 1.11 -0.05 -4.2% 0.00
Volume 662,585 526,839 -135,746 -20.5% 3,572,871
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 142.92 142.67 141.72
R3 142.44 142.19 141.59
R2 141.96 141.96 141.55
R1 141.71 141.71 141.50 141.60
PP 141.48 141.48 141.48 141.42
S1 141.23 141.23 141.42 141.12
S2 141.00 141.00 141.37
S3 140.52 140.75 141.33
S4 140.04 140.27 141.20
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
5 142.01 139.72 2.29 1.6% 0.91 0.6% 76% False False 657,024
10 142.26 139.72 2.54 1.8% 1.04 0.7% 69% False False 739,011
20 144.78 139.72 5.06 3.6% 1.21 0.9% 34% False False 865,587
40 145.97 139.72 6.25 4.4% 0.98 0.7% 28% False False 483,932
60 145.97 138.00 7.97 5.6% 0.85 0.6% 43% False False 323,340
80 145.97 133.95 12.02 8.5% 0.78 0.6% 62% False False 242,576
100 145.97 133.95 12.02 8.5% 0.63 0.4% 62% False False 194,072
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 0.18
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 143.77
2.618 142.99
1.618 142.51
1.000 142.21
0.618 142.03
HIGH 141.73
0.618 141.55
0.500 141.49
0.382 141.43
LOW 141.25
0.618 140.95
1.000 140.77
1.618 140.47
2.618 139.99
4.250 139.21
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 141.49 141.22
PP 141.48 140.99
S1 141.47 140.75

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

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