Euro Bund Future September 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 138.00 138.88 0.88 0.6% 137.50
High 139.02 138.88 -0.14 -0.1% 137.90
Low 138.00 138.37 0.37 0.3% 136.34
Close 138.92 138.43 -0.49 -0.4% 137.74
Range 1.02 0.51 -0.51 -50.0% 1.56
ATR 0.71 0.70 -0.01 -1.6% 0.00
Volume 179 90 -89 -49.7% 3,383
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 140.09 139.77 138.71
R3 139.58 139.26 138.57
R2 139.07 139.07 138.52
R1 138.75 138.75 138.48 138.66
PP 138.56 138.56 138.56 138.51
S1 138.24 138.24 138.38 138.15
S2 138.05 138.05 138.34
S3 137.54 137.73 138.29
S4 137.03 137.22 138.15
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% 0.80 0.6% 78% False False 622
10 139.02 135.28 3.74 2.7% 0.74 0.5% 84% False False 394
20 139.02 133.95 5.07 3.7% 0.66 0.5% 88% False False 290
40 139.02 133.95 5.07 3.7% 0.35 0.3% 88% False False 174
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 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141.05
2.618 140.22
1.618 139.71
1.000 139.39
0.618 139.20
HIGH 138.88
0.618 138.69
0.500 138.63
0.382 138.56
LOW 138.37
0.618 138.05
1.000 137.86
1.618 137.54
2.618 137.03
4.250 136.20
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 138.63 138.29
PP 138.56 138.15
S1 138.50 138.01

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

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