Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	137.32	138.07	0.75	0.5%	139.72
High	138.41	138.92	0.51	0.4%	140.01
Low	137.18	137.88	0.70	0.5%	137.86
Close	137.82	138.69	0.87	0.6%	137.97
Range	1.23	1.04	-0.19	-15.4%	2.15
ATR	0.98	0.99	0.01	0.9%	0.00
Volume	755,187	704,512	-50,675	-6.7%	2,747,358

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.62	141.19	139.26
R3	140.58	140.15	138.98
R2	139.54	139.54	138.88
R1	139.11	139.11	138.79	139.33
PP	138.50	138.50	138.50	138.60
S1	138.07	138.07	138.59	138.29
S2	137.46	137.46	138.50
S3	136.42	137.03	138.40
S4	135.38	135.99	138.12

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	139.03	137.18	1.85	1.3%	1.07	0.8%	82%	False	False	746,948
10	140.23	137.18	3.05	2.2%	0.95	0.7%	50%	False	False	709,916
20	140.23	137.18	3.05	2.2%	0.89	0.6%	50%	False	False	546,128
40	140.23	133.33	6.90	5.0%	1.04	0.7%	78%	False	False	456,381
60	140.23	132.87	7.36	5.3%	1.14	0.8%	79%	False	False	306,959
80	140.23	132.87	7.36	5.3%	1.17	0.8%	79%	False	False	230,305
100	140.23	132.87	7.36	5.3%	1.14	0.8%	79%	False	False	184,275
120	140.23	131.93	8.30	6.0%	0.97	0.7%	81%	False	False	153,568

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.34
2.618	141.64
1.618	140.60
1.000	139.96
0.618	139.56
HIGH	138.92
0.618	138.52
0.500	138.40
0.382	138.28
LOW	137.88
0.618	137.24
1.000	136.84
1.618	136.20
2.618	135.16
4.250	133.46

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	138.59	138.48
PP	138.50	138.26
S1	138.40	138.05

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