Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 136.75 137.19 0.44 0.3% 137.60
High 137.27 137.40 0.13 0.1% 137.60
Low 136.67 136.85 0.18 0.1% 136.25
Close 137.12 137.40 0.28 0.2% 137.12
Range 0.60 0.55 -0.05 -8.3% 1.35
ATR 0.73 0.72 -0.01 -1.8% 0.00
Volume 158 71 -87 -55.1% 269
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 138.87 138.68 137.70
R3 138.32 138.13 137.55
R2 137.77 137.77 137.50
R1 137.58 137.58 137.45 137.68
PP 137.22 137.22 137.22 137.26
S1 137.03 137.03 137.35 137.13
S2 136.67 136.67 137.30
S3 136.12 136.48 137.25
S4 135.57 135.93 137.10
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.04 140.43 137.86
R3 139.69 139.08 137.49
R2 138.34 138.34 137.37
R1 137.73 137.73 137.24 137.36
PP 136.99 136.99 136.99 136.81
S1 136.38 136.38 137.00 136.01
S2 135.64 135.64 136.87
S3 134.29 135.03 136.75
S4 132.94 133.68 136.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.40 136.25 1.15 0.8% 0.64 0.5% 100% True False 62
10 137.60 136.24 1.36 1.0% 0.60 0.4% 85% False False 39
20 137.60 134.18 3.42 2.5% 0.63 0.5% 94% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139.74
2.618 138.84
1.618 138.29
1.000 137.95
0.618 137.74
HIGH 137.40
0.618 137.19
0.500 137.13
0.382 137.06
LOW 136.85
0.618 136.51
1.000 136.30
1.618 135.96
2.618 135.41
4.250 134.51
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 137.31 137.23
PP 137.22 137.06
S1 137.13 136.90

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

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