Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 137.23 138.09 0.86 0.6% 138.47
High 138.78 138.42 -0.36 -0.3% 139.14
Low 137.23 137.64 0.41 0.3% 136.93
Close 138.62 138.32 -0.30 -0.2% 138.62
Range 1.55 0.78 -0.77 -49.7% 2.21
ATR 1.01 1.00 0.00 -0.2% 0.00
Volume 721,891 519,043 -202,848 -28.1% 3,544,316
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.47 140.17 138.75
R3 139.69 139.39 138.53
R2 138.91 138.91 138.46
R1 138.61 138.61 138.39 138.76
PP 138.13 138.13 138.13 138.20
S1 137.83 137.83 138.25 137.98
S2 137.35 137.35 138.18
S3 136.57 137.05 138.11
S4 135.79 136.27 137.89
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
5 139.13 136.93 2.20 1.6% 1.02 0.7% 63% False False 701,698
10 139.89 136.93 2.96 2.1% 0.98 0.7% 47% False False 697,054
20 140.01 136.93 3.08 2.2% 0.94 0.7% 45% False False 690,408
40 140.23 136.69 3.54 2.6% 0.91 0.7% 46% False False 522,516
60 140.23 132.87 7.36 5.3% 1.06 0.8% 74% False False 441,544
80 140.23 132.87 7.36 5.3% 1.14 0.8% 74% False False 331,649
100 140.23 132.87 7.36 5.3% 1.14 0.8% 74% False False 265,356
120 140.23 132.87 7.36 5.3% 1.07 0.8% 74% False False 221,155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.74
2.618 140.46
1.618 139.68
1.000 139.20
0.618 138.90
HIGH 138.42
0.618 138.12
0.500 138.03
0.382 137.94
LOW 137.64
0.618 137.16
1.000 136.86
1.618 136.38
2.618 135.60
4.250 134.33
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 138.22 138.17
PP 138.13 138.01
S1 138.03 137.86

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

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