Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	138.98	139.90	0.92	0.7%	139.60
High	139.76	139.90	0.14	0.1%	141.28
Low	138.98	138.90	-0.08	-0.1%	138.56
Close	139.83	139.21	-0.62	-0.4%	139.21
Range	0.78	1.00	0.22	28.2%	2.72
ATR	0.79	0.81	0.01	1.9%	0.00
Volume	7	30	23	328.6%	601

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.34	141.77	139.76
R3	141.34	140.77	139.49
R2	140.34	140.34	139.39
R1	139.77	139.77	139.30	139.56
PP	139.34	139.34	139.34	139.23
S1	138.77	138.77	139.12	138.56
S2	138.34	138.34	139.03
S3	137.34	137.77	138.94
S4	136.34	136.77	138.66

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.84	146.25	140.71
R3	145.12	143.53	139.96
R2	142.40	142.40	139.71
R1	140.81	140.81	139.46	140.25
PP	139.68	139.68	139.68	139.40
S1	138.09	138.09	138.96	137.53
S2	136.96	136.96	138.71
S3	134.24	135.37	138.46
S4	131.52	132.65	137.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.28	138.56	2.72	2.0%	0.79	0.6%	24%	False	False	120
10	142.25	138.56	3.69	2.7%	0.68	0.5%	18%	False	False	64
20	144.18	138.56	5.62	4.0%	0.49	0.3%	12%	False	False	87

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	144.15
2.618	142.52
1.618	141.52
1.000	140.90
0.618	140.52
HIGH	139.90
0.618	139.52
0.500	139.40
0.382	139.28
LOW	138.90
0.618	138.28
1.000	137.90
1.618	137.28
2.618	136.28
4.250	134.65

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	139.40	139.23
PP	139.34	139.22
S1	139.27	139.22

Download as Excel Spreadsheet

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

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