Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 138.54 138.95 0.41 0.3% 138.00
High 139.10 139.40 0.30 0.2% 139.02
Low 138.53 138.79 0.26 0.2% 138.00
Close 139.00 139.27 0.27 0.2% 138.98
Range 0.57 0.61 0.04 7.0% 1.02
ATR 0.64 0.63 0.00 -0.3% 0.00
Volume 1,194 595 -599 -50.2% 448
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 140.98 140.74 139.61
R3 140.37 140.13 139.44
R2 139.76 139.76 139.38
R1 139.52 139.52 139.33 139.64
PP 139.15 139.15 139.15 139.22
S1 138.91 138.91 139.21 139.03
S2 138.54 138.54 139.16
S3 137.93 138.30 139.10
S4 137.32 137.69 138.93
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 141.73 141.37 139.54
R3 140.71 140.35 139.26
R2 139.69 139.69 139.17
R1 139.33 139.33 139.07 139.51
PP 138.67 138.67 138.67 138.76
S1 138.31 138.31 138.89 138.49
S2 137.65 137.65 138.79
S3 136.63 137.29 138.70
S4 135.61 136.27 138.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.40 138.48 0.92 0.7% 0.48 0.3% 86% True False 684
10 139.40 136.40 3.00 2.2% 0.61 0.4% 96% True False 524
20 139.40 133.97 5.43 3.9% 0.62 0.4% 98% True False 432
40 139.40 133.95 5.45 3.9% 0.42 0.3% 98% True False 255
60 139.40 133.95 5.45 3.9% 0.28 0.2% 98% True False 190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 141.99
2.618 141.00
1.618 140.39
1.000 140.01
0.618 139.78
HIGH 139.40
0.618 139.17
0.500 139.10
0.382 139.02
LOW 138.79
0.618 138.41
1.000 138.18
1.618 137.80
2.618 137.19
4.250 136.20
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 139.21 139.16
PP 139.15 139.05
S1 139.10 138.94

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

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