Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 141.70 141.73 0.03 0.0% 140.70
High 141.82 142.13 0.31 0.2% 142.13
Low 141.26 141.47 0.21 0.1% 140.59
Close 141.74 142.08 0.34 0.2% 142.08
Range 0.56 0.66 0.10 17.9% 1.54
ATR 0.76 0.75 -0.01 -0.9% 0.00
Volume 650,790 544,143 -106,647 -16.4% 2,450,245
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 143.87 143.64 142.44
R3 143.21 142.98 142.26
R2 142.55 142.55 142.20
R1 142.32 142.32 142.14 142.44
PP 141.89 141.89 141.89 141.95
S1 141.66 141.66 142.02 141.78
S2 141.23 141.23 141.96
S3 140.57 141.00 141.90
S4 139.91 140.34 141.72
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 146.22 145.69 142.93
R3 144.68 144.15 142.50
R2 143.14 143.14 142.36
R1 142.61 142.61 142.22 142.88
PP 141.60 141.60 141.60 141.73
S1 141.07 141.07 141.94 141.34
S2 140.06 140.06 141.80
S3 138.52 139.53 141.66
S4 136.98 137.99 141.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.13 140.59 1.54 1.1% 0.74 0.5% 97% True False 628,122
10 142.13 140.04 2.09 1.5% 0.73 0.5% 98% True False 695,684
20 142.13 137.80 4.33 3.0% 0.73 0.5% 99% True False 720,789
40 142.13 135.27 6.86 4.8% 0.77 0.5% 99% True False 726,892
60 142.13 135.22 6.91 4.9% 0.77 0.5% 99% True False 513,012
80 142.13 135.22 6.91 4.9% 0.77 0.5% 99% True False 385,020
100 142.13 134.50 7.63 5.4% 0.73 0.5% 99% True False 308,026
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.94
2.618 143.86
1.618 143.20
1.000 142.79
0.618 142.54
HIGH 142.13
0.618 141.88
0.500 141.80
0.382 141.72
LOW 141.47
0.618 141.06
1.000 140.81
1.618 140.40
2.618 139.74
4.250 138.67
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 141.99 141.86
PP 141.89 141.64
S1 141.80 141.42

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

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