Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 141.50 139.98 -1.52 -1.1% 143.80
High 141.50 140.10 -1.40 -1.0% 144.18
Low 140.68 139.98 -0.70 -0.5% 140.92
Close 140.68 140.02 -0.66 -0.5% 141.82
Range 0.82 0.12 -0.70 -85.4% 3.26
ATR 0.69 0.69 0.00 0.1% 0.00
Volume 1 25 24 2,400.0% 280
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 140.39 140.33 140.09
R3 140.27 140.21 140.05
R2 140.15 140.15 140.04
R1 140.09 140.09 140.03 140.12
PP 140.03 140.03 140.03 140.05
S1 139.97 139.97 140.01 140.00
S2 139.91 139.91 140.00
S3 139.79 139.85 139.99
S4 139.67 139.73 139.95
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 152.09 150.21 143.61
R3 148.83 146.95 142.72
R2 145.57 145.57 142.42
R1 143.69 143.69 142.12 143.00
PP 142.31 142.31 142.31 141.96
S1 140.43 140.43 141.52 139.74
S2 139.05 139.05 141.22
S3 135.79 137.17 140.92
S4 132.53 133.91 140.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.40 139.98 2.42 1.7% 0.74 0.5% 2% False True 21
10 144.18 139.98 4.20 3.0% 0.46 0.3% 1% False True 71
20 144.18 139.98 4.20 3.0% 0.33 0.2% 1% False True 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.01
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 140.61
2.618 140.41
1.618 140.29
1.000 140.22
0.618 140.17
HIGH 140.10
0.618 140.05
0.500 140.04
0.382 140.03
LOW 139.98
0.618 139.91
1.000 139.86
1.618 139.79
2.618 139.67
4.250 139.47
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 140.04 141.12
PP 140.03 140.75
S1 140.03 140.39

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

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