Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	138.20	137.94	-0.26	-0.2%	137.97
High	138.48	138.98	0.50	0.4%	139.13
Low	137.77	137.70	-0.07	-0.1%	137.50
Close	137.93	138.59	0.66	0.5%	138.95
Range	0.71	1.28	0.57	80.3%	1.63
ATR	1.06	1.08	0.02	1.5%	0.00
Volume	565,221	621,304	56,083	9.9%	502,015

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.26	141.71	139.29
R3	140.98	140.43	138.94
R2	139.70	139.70	138.82
R1	139.15	139.15	138.71	139.43
PP	138.42	138.42	138.42	138.56
S1	137.87	137.87	138.47	138.15
S2	137.14	137.14	138.36
S3	135.86	136.59	138.24
S4	134.58	135.31	137.89

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	143.42	142.81	139.85
R3	141.79	141.18	139.40
R2	140.16	140.16	139.25
R1	139.55	139.55	139.10	139.86
PP	138.53	138.53	138.53	138.68
S1	137.92	137.92	138.80	138.23
S2	136.90	136.90	138.65
S3	135.27	136.29	138.50
S4	133.64	134.66	138.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.32	137.70	1.62	1.2%	0.89	0.6%	55%	False	True	353,903
10	139.32	137.15	2.17	1.6%	0.84	0.6%	66%	False	False	251,132
20	139.32	135.18	4.14	3.0%	1.05	0.8%	82%	False	False	341,530
40	139.65	132.87	6.78	4.9%	1.20	0.9%	84%	False	False	235,551
60	139.65	132.87	6.78	4.9%	1.24	0.9%	84%	False	False	157,240
80	139.77	132.87	6.90	5.0%	1.19	0.9%	83%	False	False	117,963
100	139.77	132.87	6.90	5.0%	1.04	0.8%	83%	False	False	94,391
120	139.77	125.69	14.08	10.2%	0.87	0.6%	92%	False	False	78,672

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	144.42
2.618	142.33
1.618	141.05
1.000	140.26
0.618	139.77
HIGH	138.98
0.618	138.49
0.500	138.34
0.382	138.19
LOW	137.70
0.618	136.91
1.000	136.42
1.618	135.63
2.618	134.35
4.250	132.26

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	138.51	138.51
PP	138.42	138.42
S1	138.34	138.34

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols