Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 142.74 142.25 -0.49 -0.3% 141.75
High 142.86 142.49 -0.37 -0.3% 142.86
Low 142.36 141.99 -0.37 -0.3% 141.66
Close 142.46 142.39 -0.07 0.0% 142.46
Range 0.50 0.50 0.00 0.0% 1.20
ATR 0.69 0.67 -0.01 -1.9% 0.00
Volume 4,025 4,176 151 3.8% 35,361
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 143.79 143.59 142.67
R3 143.29 143.09 142.53
R2 142.79 142.79 142.48
R1 142.59 142.59 142.44 142.69
PP 142.29 142.29 142.29 142.34
S1 142.09 142.09 142.34 142.19
S2 141.79 141.79 142.30
S3 141.29 141.59 142.25
S4 140.79 141.09 142.12
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 145.93 145.39 143.12
R3 144.73 144.19 142.79
R2 143.53 143.53 142.68
R1 142.99 142.99 142.57 143.26
PP 142.33 142.33 142.33 142.46
S1 141.79 141.79 142.35 142.06
S2 141.13 141.13 142.24
S3 139.93 140.59 142.13
S4 138.73 139.39 141.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.86 141.66 1.20 0.8% 0.66 0.5% 61% False False 7,188
10 142.86 140.76 2.10 1.5% 0.65 0.5% 78% False False 6,086
20 142.86 138.84 4.02 2.8% 0.64 0.5% 88% False False 4,842
40 142.86 135.28 7.58 5.3% 0.62 0.4% 94% False False 2,646
60 142.86 133.95 8.91 6.3% 0.50 0.4% 95% False False 1,801
80 142.86 133.95 8.91 6.3% 0.38 0.3% 95% False False 1,367
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 144.62
2.618 143.80
1.618 143.30
1.000 142.99
0.618 142.80
HIGH 142.49
0.618 142.30
0.500 142.24
0.382 142.18
LOW 141.99
0.618 141.68
1.000 141.49
1.618 141.18
2.618 140.68
4.250 139.87
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 142.34 142.40
PP 142.29 142.40
S1 142.24 142.39

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

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