Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 137.65 137.23 -0.42 -0.3% 138.47
High 137.96 138.78 0.82 0.6% 139.14
Low 136.93 137.23 0.30 0.2% 136.93
Close 137.23 138.62 1.39 1.0% 138.62
Range 1.03 1.55 0.52 50.5% 2.21
ATR 0.96 1.01 0.04 4.3% 0.00
Volume 832,809 721,891 -110,918 -13.3% 3,544,316
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.86 142.29 139.47
R3 141.31 140.74 139.05
R2 139.76 139.76 138.90
R1 139.19 139.19 138.76 139.48
PP 138.21 138.21 138.21 138.35
S1 137.64 137.64 138.48 137.93
S2 136.66 136.66 138.34
S3 135.11 136.09 138.19
S4 133.56 134.54 137.77
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 144.86 143.95 139.84
R3 142.65 141.74 139.23
R2 140.44 140.44 139.03
R1 139.53 139.53 138.82 139.99
PP 138.23 138.23 138.23 138.46
S1 137.32 137.32 138.42 137.78
S2 136.02 136.02 138.21
S3 133.81 135.11 138.01
S4 131.60 132.90 137.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.14 136.93 2.21 1.6% 1.01 0.7% 76% False False 708,863
10 139.89 136.93 2.96 2.1% 0.97 0.7% 57% False False 695,446
20 140.23 136.93 3.30 2.4% 0.97 0.7% 51% False False 705,469
40 140.23 136.69 3.54 2.6% 0.91 0.7% 55% False False 520,918
60 140.23 132.87 7.36 5.3% 1.08 0.8% 78% False False 432,989
80 140.23 132.87 7.36 5.3% 1.14 0.8% 78% False False 325,163
100 140.23 132.87 7.36 5.3% 1.14 0.8% 78% False False 260,166
120 140.23 132.87 7.36 5.3% 1.06 0.8% 78% False False 216,829
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 0.17
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 145.37
2.618 142.84
1.618 141.29
1.000 140.33
0.618 139.74
HIGH 138.78
0.618 138.19
0.500 138.01
0.382 137.82
LOW 137.23
0.618 136.27
1.000 135.68
1.618 134.72
2.618 133.17
4.250 130.64
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 138.42 138.37
PP 138.21 138.11
S1 138.01 137.86

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

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