Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 138.09 138.49 0.40 0.3% 138.47
High 138.42 138.75 0.33 0.2% 139.14
Low 137.64 137.89 0.25 0.2% 136.93
Close 138.32 138.53 0.21 0.2% 138.62
Range 0.78 0.86 0.08 10.3% 2.21
ATR 1.00 0.99 -0.01 -1.0% 0.00
Volume 519,043 737,925 218,882 42.2% 3,544,316
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.97 140.61 139.00
R3 140.11 139.75 138.77
R2 139.25 139.25 138.69
R1 138.89 138.89 138.61 139.07
PP 138.39 138.39 138.39 138.48
S1 138.03 138.03 138.45 138.21
S2 137.53 137.53 138.37
S3 136.67 137.17 138.29
S4 135.81 136.31 138.06
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
5 138.78 136.93 1.85 1.3% 0.94 0.7% 86% False False 686,880
10 139.79 136.93 2.86 2.1% 0.98 0.7% 56% False False 699,257
20 140.01 136.93 3.08 2.2% 0.95 0.7% 52% False False 695,804
40 140.23 136.69 3.54 2.6% 0.90 0.6% 52% False False 532,090
60 140.23 132.87 7.36 5.3% 1.05 0.8% 77% False False 453,738
80 140.23 132.87 7.36 5.3% 1.13 0.8% 77% False False 340,873
100 140.23 132.87 7.36 5.3% 1.13 0.8% 77% False False 272,734
120 140.23 132.87 7.36 5.3% 1.07 0.8% 77% False False 227,304
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
4.250 142.41
2.618 141.00
1.618 140.14
1.000 139.61
0.618 139.28
HIGH 138.75
0.618 138.42
0.500 138.32
0.382 138.22
LOW 137.89
0.618 137.36
1.000 137.03
1.618 136.50
2.618 135.64
4.250 134.24
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 138.46 138.36
PP 138.39 138.18
S1 138.32 138.01

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

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