Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 138.26 137.84 -0.42 -0.3% 137.46
High 138.50 138.74 0.24 0.2% 138.58
Low 137.60 137.80 0.20 0.1% 136.59
Close 137.79 138.51 0.72 0.5% 138.02
Range 0.90 0.94 0.04 4.4% 1.99
ATR 0.83 0.84 0.01 1.1% 0.00
Volume 584,897 820,927 236,030 40.4% 3,391,856
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 141.17 140.78 139.03
R3 140.23 139.84 138.77
R2 139.29 139.29 138.68
R1 138.90 138.90 138.60 139.10
PP 138.35 138.35 138.35 138.45
S1 137.96 137.96 138.42 138.16
S2 137.41 137.41 138.34
S3 136.47 137.02 138.25
S4 135.53 136.08 137.99
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 143.70 142.85 139.11
R3 141.71 140.86 138.57
R2 139.72 139.72 138.38
R1 138.87 138.87 138.20 139.30
PP 137.73 137.73 137.73 137.94
S1 136.88 136.88 137.84 137.31
S2 135.74 135.74 137.66
S3 133.75 134.89 137.47
S4 131.76 132.90 136.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.74 137.60 1.14 0.8% 0.79 0.6% 80% True False 675,984
10 138.74 136.32 2.42 1.7% 0.86 0.6% 90% True False 717,238
20 139.06 135.27 3.79 2.7% 0.84 0.6% 85% False False 722,199
40 139.06 135.22 3.84 2.8% 0.80 0.6% 86% False False 429,552
60 139.06 135.22 3.84 2.8% 0.78 0.6% 86% False False 286,776
80 139.06 135.09 3.97 2.9% 0.73 0.5% 86% False False 215,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 142.74
2.618 141.20
1.618 140.26
1.000 139.68
0.618 139.32
HIGH 138.74
0.618 138.38
0.500 138.27
0.382 138.16
LOW 137.80
0.618 137.22
1.000 136.86
1.618 136.28
2.618 135.34
4.250 133.81
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 138.43 138.40
PP 138.35 138.28
S1 138.27 138.17

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

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