Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 138.89 138.19 -0.70 -0.5% 139.72
High 139.03 138.45 -0.58 -0.4% 140.01
Low 137.86 137.25 -0.61 -0.4% 137.86
Close 137.97 137.44 -0.53 -0.4% 137.97
Range 1.17 1.20 0.03 2.6% 2.15
ATR 0.96 0.98 0.02 1.8% 0.00
Volume 784,670 697,651 -87,019 -11.1% 2,747,358
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.31 140.58 138.10
R3 140.11 139.38 137.77
R2 138.91 138.91 137.66
R1 138.18 138.18 137.55 137.95
PP 137.71 137.71 137.71 137.60
S1 136.98 136.98 137.33 136.75
S2 136.51 136.51 137.22
S3 135.31 135.78 137.11
S4 134.11 134.58 136.78
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 145.06 143.67 139.15
R3 142.91 141.52 138.56
R2 140.76 140.76 138.36
R1 139.37 139.37 138.17 138.99
PP 138.61 138.61 138.61 138.43
S1 137.22 137.22 137.77 136.84
S2 136.46 136.46 137.58
S3 134.31 135.07 137.38
S4 132.16 132.92 136.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.01 137.25 2.76 2.0% 0.91 0.7% 7% False True 689,001
10 140.23 137.25 2.98 2.2% 0.87 0.6% 6% False True 631,673
20 140.23 137.25 2.98 2.2% 0.85 0.6% 6% False True 449,637
40 140.23 132.87 7.36 5.4% 1.06 0.8% 62% False False 402,016
60 140.23 132.87 7.36 5.4% 1.18 0.9% 62% False False 269,465
80 140.23 132.87 7.36 5.4% 1.18 0.9% 62% False False 202,152
100 140.23 132.87 7.36 5.4% 1.14 0.8% 62% False False 161,754
120 140.23 131.36 8.87 6.5% 0.95 0.7% 69% False False 134,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 143.55
2.618 141.59
1.618 140.39
1.000 139.65
0.618 139.19
HIGH 138.45
0.618 137.99
0.500 137.85
0.382 137.71
LOW 137.25
0.618 136.51
1.000 136.05
1.618 135.31
2.618 134.11
4.250 132.15
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 137.85 138.50
PP 137.71 138.15
S1 137.58 137.79

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

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