Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 14-Jun-2012

Day Change Summary
	Previous	Current
	13-Jun-2012	14-Jun-2012	Change	Change %	Previous Week
Open	139.98	139.84	-0.14	-0.1%	143.80
High	140.10	140.06	-0.04	0.0%	144.18
Low	139.98	139.84	-0.14	-0.1%	140.92
Close	140.02	140.06	0.04	0.0%	141.82
Range	0.12	0.22	0.10	83.3%	3.26
ATR	0.69	0.66	-0.03	-4.9%	0.00
Volume	25	10	-15	-60.0%	280

Daily Pivots for day following 14-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.65	140.57	140.18
R3	140.43	140.35	140.12
R2	140.21	140.21	140.10
R1	140.13	140.13	140.08	140.17
PP	139.99	139.99	139.99	140.01
S1	139.91	139.91	140.04	139.95
S2	139.77	139.77	140.02
S3	139.55	139.69	140.00
S4	139.33	139.47	139.94

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	139.84	2.56	1.8%	0.61	0.4%	9%	False	True	17
10	144.18	139.84	4.34	3.1%	0.49	0.3%	5%	False	True	31
20	144.18	139.84	4.34	3.1%	0.34	0.2%	5%	False	True	58

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	0.01
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141.00
2.618	140.64
1.618	140.42
1.000	140.28
0.618	140.20
HIGH	140.06
0.618	139.98
0.500	139.95
0.382	139.92
LOW	139.84
0.618	139.70
1.000	139.62
1.618	139.48
2.618	139.26
4.250	138.91

Fisher Pivots for day following 14-Jun-2012
Pivot	1 day	3 day
R1	140.02	140.67
PP	139.99	140.47
S1	139.95	140.26

Download as Excel Spreadsheet

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

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