Euro Bund Future December 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 139.54 140.05 0.51 0.4% 139.60
High 139.54 140.05 0.51 0.4% 141.28
Low 139.45 140.05 0.60 0.4% 138.56
Close 139.45 140.05 0.60 0.4% 139.21
Range 0.09 0.00 -0.09 -100.0% 2.72
ATR 0.81 0.79 -0.01 -1.8% 0.00
Volume 101 101 0 0.0% 601
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 140.05 140.05 140.05
R3 140.05 140.05 140.05
R2 140.05 140.05 140.05
R1 140.05 140.05 140.05 140.05
PP 140.05 140.05 140.05 140.05
S1 140.05 140.05 140.05 140.05
S2 140.05 140.05 140.05
S3 140.05 140.05 140.05
S4 140.05 140.05 140.05
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
5 140.45 138.90 1.55 1.1% 0.43 0.3% 74% False False 90
10 141.28 138.56 2.72 1.9% 0.57 0.4% 55% False False 102
20 144.18 138.56 5.62 4.0% 0.53 0.4% 27% False False 67
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.03
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 140.05
2.618 140.05
1.618 140.05
1.000 140.05
0.618 140.05
HIGH 140.05
0.618 140.05
0.500 140.05
0.382 140.05
LOW 140.05
0.618 140.05
1.000 140.05
1.618 140.05
2.618 140.05
4.250 140.05
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 140.05 139.98
PP 140.05 139.91
S1 140.05 139.84

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

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