Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 139.04 139.34 0.30 0.2% 139.25
High 139.79 139.59 -0.20 -0.1% 139.89
Low 138.88 138.13 -0.75 -0.5% 138.13
Close 139.39 138.25 -1.14 -0.8% 138.25
Range 0.91 1.46 0.55 60.4% 1.76
ATR 0.94 0.98 0.04 4.0% 0.00
Volume 759,048 729,565 -29,483 -3.9% 3,410,146
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 143.04 142.10 139.05
R3 141.58 140.64 138.65
R2 140.12 140.12 138.52
R1 139.18 139.18 138.38 138.92
PP 138.66 138.66 138.66 138.53
S1 137.72 137.72 138.12 137.46
S2 137.20 137.20 137.98
S3 135.74 136.26 137.85
S4 134.28 134.80 137.45
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 144.04 142.90 139.22
R3 142.28 141.14 138.73
R2 140.52 140.52 138.57
R1 139.38 139.38 138.41 139.07
PP 138.76 138.76 138.76 138.60
S1 137.62 137.62 138.09 137.31
S2 137.00 137.00 137.93
S3 135.24 135.86 137.77
S4 133.48 134.10 137.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.89 138.13 1.76 1.3% 0.92 0.7% 7% False True 682,029
10 139.89 137.18 2.71 2.0% 0.96 0.7% 39% False False 699,745
20 140.23 137.18 3.05 2.2% 0.89 0.6% 35% False False 651,814
40 140.23 135.18 5.05 3.7% 0.97 0.7% 61% False False 496,672
60 140.23 132.87 7.36 5.3% 1.09 0.8% 73% False False 374,305
80 140.23 132.87 7.36 5.3% 1.15 0.8% 73% False False 280,884
100 140.23 132.87 7.36 5.3% 1.13 0.8% 73% False False 224,733
120 140.23 132.87 7.36 5.3% 1.02 0.7% 73% False False 187,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 145.80
2.618 143.41
1.618 141.95
1.000 141.05
0.618 140.49
HIGH 139.59
0.618 139.03
0.500 138.86
0.382 138.69
LOW 138.13
0.618 137.23
1.000 136.67
1.618 135.77
2.618 134.31
4.250 131.93
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 138.86 138.96
PP 138.66 138.72
S1 138.45 138.49

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

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