Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 137.94 138.62 0.68 0.5% 139.30
High 138.98 139.00 0.02 0.0% 139.32
Low 137.70 138.28 0.58 0.4% 137.70
Close 138.59 138.84 0.25 0.2% 138.84
Range 1.28 0.72 -0.56 -43.8% 1.62
ATR 1.08 1.05 -0.03 -2.4% 0.00
Volume 621,304 419,752 -201,552 -32.4% 2,074,270
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 140.87 140.57 139.24
R3 140.15 139.85 139.04
R2 139.43 139.43 138.97
R1 139.13 139.13 138.91 139.28
PP 138.71 138.71 138.71 138.78
S1 138.41 138.41 138.77 138.56
S2 137.99 137.99 138.71
S3 137.27 137.69 138.64
S4 136.55 136.97 138.44
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 143.48 142.78 139.73
R3 141.86 141.16 139.29
R2 140.24 140.24 139.14
R1 139.54 139.54 138.99 139.08
PP 138.62 138.62 138.62 138.39
S1 137.92 137.92 138.69 137.46
S2 137.00 137.00 138.54
S3 135.38 136.30 138.39
S4 133.76 134.68 137.95
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% 0.93 0.7% 70% False False 414,854
10 139.32 137.45 1.87 1.3% 0.84 0.6% 74% False False 267,601
20 139.32 135.22 4.10 3.0% 1.00 0.7% 88% False False 328,937
40 139.33 132.87 6.46 4.7% 1.18 0.9% 92% False False 245,961
60 139.65 132.87 6.78 4.9% 1.23 0.9% 88% False False 164,232
80 139.77 132.87 6.90 5.0% 1.18 0.9% 87% False False 123,203
100 139.77 132.87 6.90 5.0% 1.05 0.8% 87% False False 98,587
120 139.77 126.37 13.40 9.7% 0.88 0.6% 93% False False 82,170
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.06
2.618 140.88
1.618 140.16
1.000 139.72
0.618 139.44
HIGH 139.00
0.618 138.72
0.500 138.64
0.382 138.56
LOW 138.28
0.618 137.84
1.000 137.56
1.618 137.12
2.618 136.40
4.250 135.22
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 138.77 138.68
PP 138.71 138.51
S1 138.64 138.35

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

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