Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
30-Apr-2012 02-May-2012 Change Change % Previous Week
Open 139.36 139.54 0.18 0.1% 139.31
High 139.83 140.50 0.67 0.5% 140.02
Low 139.30 139.40 0.10 0.1% 138.84
Close 139.75 140.42 0.67 0.5% 139.35
Range 0.53 1.10 0.57 107.5% 1.18
ATR 0.65 0.68 0.03 4.9% 0.00
Volume 5,044 5,891 847 16.8% 12,892
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 143.41 143.01 141.03
R3 142.31 141.91 140.72
R2 141.21 141.21 140.62
R1 140.81 140.81 140.52 141.01
PP 140.11 140.11 140.11 140.21
S1 139.71 139.71 140.32 139.91
S2 139.01 139.01 140.22
S3 137.91 138.61 140.12
S4 136.81 137.51 139.82
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 142.94 142.33 140.00
R3 141.76 141.15 139.67
R2 140.58 140.58 139.57
R1 139.97 139.97 139.46 140.28
PP 139.40 139.40 139.40 139.56
S1 138.79 138.79 139.24 139.10
S2 138.22 138.22 139.13
S3 137.04 137.61 139.03
S4 135.86 136.43 138.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.50 138.84 1.66 1.2% 0.66 0.5% 95% True False 4,704
10 140.50 138.53 1.97 1.4% 0.65 0.5% 96% True False 2,697
20 140.50 136.34 4.16 3.0% 0.66 0.5% 98% True False 1,615
40 140.50 133.95 6.55 4.7% 0.55 0.4% 99% True False 866
60 140.50 133.95 6.55 4.7% 0.37 0.3% 99% True False 600
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 0.08
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 145.18
2.618 143.38
1.618 142.28
1.000 141.60
0.618 141.18
HIGH 140.50
0.618 140.08
0.500 139.95
0.382 139.82
LOW 139.40
0.618 138.72
1.000 138.30
1.618 137.62
2.618 136.52
4.250 134.73
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 140.26 140.25
PP 140.11 140.07
S1 139.95 139.90

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

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