Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 141.75 142.04 0.29 0.2% 141.00
High 142.45 142.29 -0.16 -0.1% 141.81
Low 141.69 141.66 -0.03 0.0% 140.53
Close 142.17 142.22 0.05 0.0% 141.50
Range 0.76 0.63 -0.13 -17.1% 1.28
ATR 0.68 0.68 0.00 -0.5% 0.00
Volume 3,593 10,440 6,847 190.6% 21,788
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 143.95 143.71 142.57
R3 143.32 143.08 142.39
R2 142.69 142.69 142.34
R1 142.45 142.45 142.28 142.57
PP 142.06 142.06 142.06 142.12
S1 141.82 141.82 142.16 141.94
S2 141.43 141.43 142.10
S3 140.80 141.19 142.05
S4 140.17 140.56 141.87
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
5 142.45 140.98 1.47 1.0% 0.65 0.5% 84% False False 6,658
10 142.45 139.40 3.05 2.1% 0.66 0.5% 92% False False 5,341
20 142.45 138.48 3.97 2.8% 0.62 0.4% 94% False False 3,790
40 142.45 133.95 8.50 6.0% 0.61 0.4% 97% False False 2,042
60 142.45 133.95 8.50 6.0% 0.46 0.3% 97% False False 1,383
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.97
2.618 143.94
1.618 143.31
1.000 142.92
0.618 142.68
HIGH 142.29
0.618 142.05
0.500 141.98
0.382 141.90
LOW 141.66
0.618 141.27
1.000 141.03
1.618 140.64
2.618 140.01
4.250 138.98
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 142.14 142.10
PP 142.06 141.97
S1 141.98 141.85

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

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