Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 139.83 139.91 0.08 0.1% 139.90
High 140.05 140.42 0.37 0.3% 140.44
Low 139.49 139.79 0.30 0.2% 139.45
Close 139.71 140.36 0.65 0.5% 140.36
Range 0.56 0.63 0.07 12.5% 0.99
ATR 0.84 0.83 -0.01 -1.1% 0.00
Volume 745,167 649,950 -95,217 -12.8% 3,034,657
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.08 141.85 140.71
R3 141.45 141.22 140.53
R2 140.82 140.82 140.48
R1 140.59 140.59 140.42 140.71
PP 140.19 140.19 140.19 140.25
S1 139.96 139.96 140.30 140.08
S2 139.56 139.56 140.24
S3 138.93 139.33 140.19
S4 138.30 138.70 140.01
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 143.05 142.70 140.90
R3 142.06 141.71 140.63
R2 141.07 141.07 140.54
R1 140.72 140.72 140.45 140.90
PP 140.08 140.08 140.08 140.17
S1 139.73 139.73 140.27 139.91
S2 139.09 139.09 140.18
S3 138.10 138.74 140.09
S4 137.11 137.75 139.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.44 138.37 2.07 1.5% 0.79 0.6% 96% False False 756,553
10 140.44 137.60 2.84 2.0% 0.79 0.6% 97% False False 716,268
20 140.44 135.27 5.17 3.7% 0.84 0.6% 98% False False 746,037
40 140.44 135.27 5.17 3.7% 0.78 0.6% 98% False False 523,457
60 140.44 135.22 5.22 3.7% 0.80 0.6% 98% False False 349,769
80 140.44 135.09 5.35 3.8% 0.75 0.5% 99% False False 262,379
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.10
2.618 142.07
1.618 141.44
1.000 141.05
0.618 140.81
HIGH 140.42
0.618 140.18
0.500 140.11
0.382 140.03
LOW 139.79
0.618 139.40
1.000 139.16
1.618 138.77
2.618 138.14
4.250 137.11
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 140.28 140.23
PP 140.19 140.09
S1 140.11 139.96

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

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