Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 139.90 140.27 0.37 0.3% 137.89
High 140.44 140.28 -0.16 -0.1% 139.38
Low 139.45 139.52 0.07 0.1% 137.60
Close 140.32 139.84 -0.48 -0.3% 139.34
Range 0.99 0.76 -0.23 -23.2% 1.78
ATR 0.87 0.86 0.00 -0.6% 0.00
Volume 792,503 847,037 54,534 6.9% 2,838,172
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.16 141.76 140.26
R3 141.40 141.00 140.05
R2 140.64 140.64 139.98
R1 140.24 140.24 139.91 140.06
PP 139.88 139.88 139.88 139.79
S1 139.48 139.48 139.77 139.30
S2 139.12 139.12 139.70
S3 138.36 138.72 139.63
S4 137.60 137.96 139.42
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 144.11 143.51 140.32
R3 142.33 141.73 139.83
R2 140.55 140.55 139.67
R1 139.95 139.95 139.50 140.25
PP 138.77 138.77 138.77 138.93
S1 138.17 138.17 139.18 138.47
S2 136.99 136.99 139.01
S3 135.21 136.39 138.85
S4 133.43 134.61 138.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.44 137.60 2.84 2.0% 0.92 0.7% 79% False False 758,694
10 140.44 136.63 3.81 2.7% 0.86 0.6% 84% False False 718,939
20 140.44 135.27 5.17 3.7% 0.90 0.6% 88% False False 756,383
40 140.44 135.27 5.17 3.7% 0.80 0.6% 88% False False 488,997
60 140.44 135.22 5.22 3.7% 0.80 0.6% 89% False False 326,529
80 140.44 135.09 5.35 3.8% 0.75 0.5% 89% False False 244,941
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 143.51
2.618 142.27
1.618 141.51
1.000 141.04
0.618 140.75
HIGH 140.28
0.618 139.99
0.500 139.90
0.382 139.81
LOW 139.52
0.618 139.05
1.000 138.76
1.618 138.29
2.618 137.53
4.250 136.29
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 139.90 139.70
PP 139.88 139.55
S1 139.86 139.41

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

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