Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 138.47 138.83 0.36 0.3% 139.25
High 139.14 139.13 -0.01 0.0% 139.89
Low 138.44 137.83 -0.61 -0.4% 138.13
Close 138.94 138.02 -0.92 -0.7% 138.25
Range 0.70 1.30 0.60 85.7% 1.76
ATR 0.97 0.99 0.02 2.4% 0.00
Volume 554,865 812,016 257,151 46.3% 3,410,146
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.23 141.42 138.74
R3 140.93 140.12 138.38
R2 139.63 139.63 138.26
R1 138.82 138.82 138.14 138.58
PP 138.33 138.33 138.33 138.20
S1 137.52 137.52 137.90 137.28
S2 137.03 137.03 137.78
S3 135.73 136.22 137.66
S4 134.43 134.92 137.31
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
5 139.79 137.83 1.96 1.4% 1.03 0.7% 10% False True 711,634
10 139.89 137.18 2.71 2.0% 0.96 0.7% 31% False False 687,396
20 140.23 137.18 3.05 2.2% 0.92 0.7% 28% False False 681,844
40 140.23 135.22 5.01 3.6% 0.93 0.7% 56% False False 501,213
60 140.23 132.87 7.36 5.3% 1.08 0.8% 70% False False 397,010
80 140.23 132.87 7.36 5.3% 1.15 0.8% 70% False False 297,954
100 140.23 132.87 7.36 5.3% 1.13 0.8% 70% False False 238,395
120 140.23 132.87 7.36 5.3% 1.03 0.7% 70% False False 198,684
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.66
2.618 142.53
1.618 141.23
1.000 140.43
0.618 139.93
HIGH 139.13
0.618 138.63
0.500 138.48
0.382 138.33
LOW 137.83
0.618 137.03
1.000 136.53
1.618 135.73
2.618 134.43
4.250 132.31
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 138.48 138.71
PP 138.33 138.48
S1 138.17 138.25

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

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