Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 139.75 139.04 -0.71 -0.5% 138.19
High 139.77 139.79 0.02 0.0% 139.26
Low 138.99 138.88 -0.11 -0.1% 137.18
Close 139.17 139.39 0.22 0.2% 138.89
Range 0.78 0.91 0.13 16.7% 2.08
ATR 0.94 0.94 0.00 -0.2% 0.00
Volume 702,676 759,048 56,372 8.0% 3,587,312
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.08 141.65 139.89
R3 141.17 140.74 139.64
R2 140.26 140.26 139.56
R1 139.83 139.83 139.47 140.05
PP 139.35 139.35 139.35 139.46
S1 138.92 138.92 139.31 139.14
S2 138.44 138.44 139.22
S3 137.53 138.01 139.14
S4 136.62 137.10 138.89
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
5 139.89 138.52 1.37 1.0% 0.78 0.6% 64% False False 663,564
10 139.89 137.18 2.71 1.9% 0.93 0.7% 82% False False 705,256
20 140.23 137.18 3.05 2.2% 0.88 0.6% 72% False False 646,401
40 140.23 134.54 5.69 4.1% 0.98 0.7% 85% False False 500,085
60 140.23 132.87 7.36 5.3% 1.10 0.8% 89% False False 362,203
80 140.23 132.87 7.36 5.3% 1.16 0.8% 89% False False 271,766
100 140.23 132.87 7.36 5.3% 1.13 0.8% 89% False False 217,439
120 140.23 132.87 7.36 5.3% 1.01 0.7% 89% False False 181,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 143.66
2.618 142.17
1.618 141.26
1.000 140.70
0.618 140.35
HIGH 139.79
0.618 139.44
0.500 139.34
0.382 139.23
LOW 138.88
0.618 138.32
1.000 137.97
1.618 137.41
2.618 136.50
4.250 135.01
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 139.37 139.39
PP 139.35 139.39
S1 139.34 139.39

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

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