Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 142.77 142.88 0.11 0.1% 142.25
High 143.40 143.25 -0.15 -0.1% 143.40
Low 142.74 142.52 -0.22 -0.2% 141.87
Close 142.85 143.10 0.25 0.2% 143.10
Range 0.66 0.73 0.07 10.6% 1.53
ATR 0.70 0.70 0.00 0.3% 0.00
Volume 22,889 17,159 -5,730 -25.0% 60,572
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 145.15 144.85 143.50
R3 144.42 144.12 143.30
R2 143.69 143.69 143.23
R1 143.39 143.39 143.17 143.54
PP 142.96 142.96 142.96 143.03
S1 142.66 142.66 143.03 142.81
S2 142.23 142.23 142.97
S3 141.50 141.93 142.90
S4 140.77 141.20 142.70
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 147.38 146.77 143.94
R3 145.85 145.24 143.52
R2 144.32 144.32 143.38
R1 143.71 143.71 143.24 144.02
PP 142.79 142.79 142.79 142.94
S1 142.18 142.18 142.96 142.49
S2 141.26 141.26 142.82
S3 139.73 140.65 142.68
S4 138.20 139.12 142.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.40 141.87 1.53 1.1% 0.66 0.5% 80% False False 12,114
10 143.40 141.66 1.74 1.2% 0.69 0.5% 83% False False 9,593
20 143.40 139.30 4.10 2.9% 0.66 0.5% 93% False False 7,395
40 143.40 135.94 7.46 5.2% 0.64 0.4% 96% False False 4,049
60 143.40 133.95 9.45 6.6% 0.55 0.4% 97% False False 2,738
80 143.40 133.95 9.45 6.6% 0.41 0.3% 97% False False 2,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.35
2.618 145.16
1.618 144.43
1.000 143.98
0.618 143.70
HIGH 143.25
0.618 142.97
0.500 142.89
0.382 142.80
LOW 142.52
0.618 142.07
1.000 141.79
1.618 141.34
2.618 140.61
4.250 139.42
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 143.03 143.00
PP 142.96 142.90
S1 142.89 142.80

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

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