Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 10-Apr-2012

Day Change Summary
	Previous	Current
	05-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	137.39	138.00	0.61	0.4%	137.50
High	137.90	139.02	1.12	0.8%	137.90
Low	137.00	138.00	1.00	0.7%	136.34
Close	137.74	138.92	1.18	0.9%	137.74
Range	0.90	1.02	0.12	13.3%	1.56
ATR	0.66	0.71	0.04	6.7%	0.00
Volume	468	179	-289	-61.8%	3,383

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.71	141.33	139.48
R3	140.69	140.31	139.20
R2	139.67	139.67	139.11
R1	139.29	139.29	139.01	139.48
PP	138.65	138.65	138.65	138.74
S1	138.27	138.27	138.83	138.46
S2	137.63	137.63	138.73
S3	136.61	137.25	138.64
S4	135.59	136.23	138.36

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.01	141.43	138.60
R3	140.45	139.87	138.17
R2	138.89	138.89	138.03
R1	138.31	138.31	137.88	138.60
PP	137.33	137.33	137.33	137.47
S1	136.75	136.75	137.60	137.04
S2	135.77	135.77	137.45
S3	134.21	135.19	137.31
S4	132.65	133.63	136.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.02	136.34	2.68	1.9%	0.93	0.7%	96%	True	False	712
10	139.02	135.28	3.74	2.7%	0.76	0.5%	97%	True	False	388
20	139.02	133.95	5.07	3.6%	0.63	0.5%	98%	True	False	288
40	139.02	133.95	5.07	3.6%	0.34	0.2%	98%	True	False	173

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.12
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	143.36
2.618	141.69
1.618	140.67
1.000	140.04
0.618	139.65
HIGH	139.02
0.618	138.63
0.500	138.51
0.382	138.39
LOW	138.00
0.618	137.37
1.000	136.98
1.618	136.35
2.618	135.33
4.250	133.67

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	138.78	138.52
PP	138.65	138.11
S1	138.51	137.71

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols