Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	140.90	141.57	0.67	0.5%	140.99
High	141.78	141.73	-0.05	0.0%	142.26
Low	140.68	141.25	0.57	0.4%	139.72
Close	141.68	141.46	-0.22	-0.2%	140.90
Range	1.10	0.48	-0.62	-56.4%	2.54
ATR	1.16	1.11	-0.05	-4.2%	0.00
Volume	662,585	526,839	-135,746	-20.5%	3,572,871

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.92	142.67	141.72
R3	142.44	142.19	141.59
R2	141.96	141.96	141.55
R1	141.71	141.71	141.50	141.60
PP	141.48	141.48	141.48	141.42
S1	141.23	141.23	141.42	141.12
S2	141.00	141.00	141.37
S3	140.52	140.75	141.33
S4	140.04	140.27	141.20

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	142.01	139.72	2.29	1.6%	0.91	0.6%	76%	False	False	657,024
10	142.26	139.72	2.54	1.8%	1.04	0.7%	69%	False	False	739,011
20	144.78	139.72	5.06	3.6%	1.21	0.9%	34%	False	False	865,587
40	145.97	139.72	6.25	4.4%	0.98	0.7%	28%	False	False	483,932
60	145.97	138.00	7.97	5.6%	0.85	0.6%	43%	False	False	323,340
80	145.97	133.95	12.02	8.5%	0.78	0.6%	62%	False	False	242,576
100	145.97	133.95	12.02	8.5%	0.63	0.4%	62%	False	False	194,072

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	143.77
2.618	142.99
1.618	142.51
1.000	142.21
0.618	142.03
HIGH	141.73
0.618	141.55
0.500	141.49
0.382	141.43
LOW	141.25
0.618	140.95
1.000	140.77
1.618	140.47
2.618	139.99
4.250	139.21

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	141.49	141.22
PP	141.48	140.99
S1	141.47	140.75

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