Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 138.07 138.80 0.73 0.5% 138.19
High 138.92 139.26 0.34 0.2% 139.26
Low 137.88 138.52 0.64 0.5% 137.18
Close 138.69 138.89 0.20 0.1% 138.89
Range 1.04 0.74 -0.30 -28.8% 2.08
ATR 0.99 0.97 -0.02 -1.8% 0.00
Volume 704,512 637,239 -67,273 -9.5% 3,587,312
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.11 140.74 139.30
R3 140.37 140.00 139.09
R2 139.63 139.63 139.03
R1 139.26 139.26 138.96 139.45
PP 138.89 138.89 138.89 138.98
S1 138.52 138.52 138.82 138.71
S2 138.15 138.15 138.75
S3 137.41 137.78 138.69
S4 136.67 137.04 138.48
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 144.68 143.87 140.03
R3 142.60 141.79 139.46
R2 140.52 140.52 139.27
R1 139.71 139.71 139.08 140.12
PP 138.44 138.44 138.44 138.65
S1 137.63 137.63 138.70 138.04
S2 136.36 136.36 138.51
S3 134.28 135.55 138.32
S4 132.20 133.47 137.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.26 137.18 2.08 1.5% 0.99 0.7% 82% True False 717,462
10 140.23 137.18 3.05 2.2% 0.98 0.7% 56% False False 715,492
20 140.23 137.18 3.05 2.2% 0.88 0.6% 56% False False 569,783
40 140.23 133.50 6.73 4.8% 1.03 0.7% 80% False False 470,822
60 140.23 132.87 7.36 5.3% 1.14 0.8% 82% False False 317,573
80 140.23 132.87 7.36 5.3% 1.17 0.8% 82% False False 238,267
100 140.23 132.87 7.36 5.3% 1.15 0.8% 82% False False 190,643
120 140.23 131.93 8.30 6.0% 0.98 0.7% 84% False False 158,879
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.41
2.618 141.20
1.618 140.46
1.000 140.00
0.618 139.72
HIGH 139.26
0.618 138.98
0.500 138.89
0.382 138.80
LOW 138.52
0.618 138.06
1.000 137.78
1.618 137.32
2.618 136.58
4.250 135.38
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 138.89 138.67
PP 138.89 138.44
S1 138.89 138.22

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

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