Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 141.48 141.75 0.27 0.2% 141.00
High 141.81 142.45 0.64 0.5% 141.81
Low 141.25 141.69 0.44 0.3% 140.53
Close 141.50 142.17 0.67 0.5% 141.50
Range 0.56 0.76 0.20 35.7% 1.28
ATR 0.66 0.68 0.02 3.2% 0.00
Volume 4,056 3,593 -463 -11.4% 21,788
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 144.38 144.04 142.59
R3 143.62 143.28 142.38
R2 142.86 142.86 142.31
R1 142.52 142.52 142.24 142.69
PP 142.10 142.10 142.10 142.19
S1 141.76 141.76 142.10 141.93
S2 141.34 141.34 142.03
S3 140.58 141.00 141.96
S4 139.82 140.24 141.75
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 145.12 144.59 142.20
R3 143.84 143.31 141.85
R2 142.56 142.56 141.73
R1 142.03 142.03 141.62 142.30
PP 141.28 141.28 141.28 141.41
S1 140.75 140.75 141.38 141.02
S2 140.00 140.00 141.27
S3 138.72 139.47 141.15
S4 137.44 138.19 140.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.45 140.76 1.69 1.2% 0.64 0.4% 83% True False 4,984
10 142.45 139.30 3.15 2.2% 0.65 0.5% 91% True False 4,801
20 142.45 138.48 3.97 2.8% 0.60 0.4% 93% True False 3,277
40 142.45 133.95 8.50 6.0% 0.61 0.4% 97% True False 1,783
60 142.45 133.95 8.50 6.0% 0.45 0.3% 97% True False 1,209
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 0.14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 145.68
2.618 144.44
1.618 143.68
1.000 143.21
0.618 142.92
HIGH 142.45
0.618 142.16
0.500 142.07
0.382 141.98
LOW 141.69
0.618 141.22
1.000 140.93
1.618 140.46
2.618 139.70
4.250 138.46
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 142.14 142.02
PP 142.10 141.87
S1 142.07 141.72

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

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