Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 139.81 139.20 -0.61 -0.4% 138.98
High 139.84 139.20 -0.64 -0.5% 139.50
Low 139.18 138.84 -0.34 -0.2% 138.48
Close 139.30 138.86 -0.44 -0.3% 139.05
Range 0.66 0.36 -0.30 -45.5% 1.02
ATR 0.66 0.65 -0.01 -2.2% 0.00
Volume 103 2,671 2,568 2,493.2% 4,642
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 140.05 139.81 139.06
R3 139.69 139.45 138.96
R2 139.33 139.33 138.93
R1 139.09 139.09 138.89 139.03
PP 138.97 138.97 138.97 138.94
S1 138.73 138.73 138.83 138.67
S2 138.61 138.61 138.79
S3 138.25 138.37 138.76
S4 137.89 138.01 138.66
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.07 141.58 139.61
R3 141.05 140.56 139.33
R2 140.03 140.03 139.24
R1 139.54 139.54 139.14 139.79
PP 139.01 139.01 139.01 139.13
S1 138.52 138.52 138.96 138.77
S2 137.99 137.99 138.86
S3 136.97 137.50 138.77
S4 135.95 136.48 138.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.02 138.79 1.23 0.9% 0.59 0.4% 6% False False 986
10 140.02 138.28 1.74 1.3% 0.51 0.4% 33% False False 779
20 140.02 135.28 4.74 3.4% 0.62 0.4% 76% False False 586
40 140.02 133.95 6.07 4.4% 0.48 0.3% 81% False False 352
60 140.02 133.95 6.07 4.4% 0.32 0.2% 81% False False 256
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.07
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 140.73
2.618 140.14
1.618 139.78
1.000 139.56
0.618 139.42
HIGH 139.20
0.618 139.06
0.500 139.02
0.382 138.98
LOW 138.84
0.618 138.62
1.000 138.48
1.618 138.26
2.618 137.90
4.250 137.31
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 139.02 139.43
PP 138.97 139.24
S1 138.91 139.05

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

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