Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	140.65	140.90	0.25	0.2%	140.99
High	141.03	141.78	0.75	0.5%	142.26
Low	139.72	140.68	0.96	0.7%	139.72
Close	140.90	141.68	0.78	0.6%	140.90
Range	1.31	1.10	-0.21	-16.0%	2.54
ATR	1.16	1.16	0.00	-0.4%	0.00
Volume	856,654	662,585	-194,069	-22.7%	3,572,871

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.68	144.28	142.29
R3	143.58	143.18	141.98
R2	142.48	142.48	141.88
R1	142.08	142.08	141.78	142.28
PP	141.38	141.38	141.38	141.48
S1	140.98	140.98	141.58	141.18
S2	140.28	140.28	141.48
S3	139.18	139.88	141.38
S4	138.08	138.78	141.08

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.58	147.28	142.30
R3	146.04	144.74	141.60
R2	143.50	143.50	141.37
R1	142.20	142.20	141.13	141.58
PP	140.96	140.96	140.96	140.65
S1	139.66	139.66	140.67	139.04
S2	138.42	138.42	140.43
S3	135.88	137.12	140.20
S4	133.34	134.58	139.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.11	139.72	2.39	1.7%	0.98	0.7%	82%	False	False	716,655
10	142.95	139.72	3.23	2.3%	1.17	0.8%	61%	False	False	775,585
20	145.43	139.72	5.71	4.0%	1.23	0.9%	34%	False	False	869,781
40	145.97	139.72	6.25	4.4%	0.98	0.7%	31%	False	False	470,813
60	145.97	137.00	8.97	6.3%	0.86	0.6%	52%	False	False	314,568
80	145.97	133.95	12.02	8.5%	0.78	0.6%	64%	False	False	235,991
100	145.97	133.95	12.02	8.5%	0.63	0.4%	64%	False	False	188,805

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	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.46
2.618	144.66
1.618	143.56
1.000	142.88
0.618	142.46
HIGH	141.78
0.618	141.36
0.500	141.23
0.382	141.10
LOW	140.68
0.618	140.00
1.000	139.58
1.618	138.90
2.618	137.80
4.250	136.01

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	141.53	141.41
PP	141.38	141.14
S1	141.23	140.87

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols