Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 134.50 135.70 1.20 0.9% 134.40
High 135.55 136.20 0.65 0.5% 135.55
Low 134.50 135.56 1.06 0.8% 133.50
Close 134.93 136.18 1.25 0.9% 133.71
Range 1.05 0.64 -0.41 -39.0% 2.05
ATR 0.83 0.86 0.03 3.8% 0.00
Volume 54 63 9 16.7% 210
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 137.90 137.68 136.53
R3 137.26 137.04 136.36
R2 136.62 136.62 136.30
R1 136.40 136.40 136.24 136.51
PP 135.98 135.98 135.98 136.04
S1 135.76 135.76 136.12 135.87
S2 135.34 135.34 136.06
S3 134.70 135.12 136.00
S4 134.06 134.48 135.83
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.40 139.11 134.84
R3 138.35 137.06 134.27
R2 136.30 136.30 134.09
R1 135.01 135.01 133.90 134.63
PP 134.25 134.25 134.25 134.07
S1 132.96 132.96 133.52 132.58
S2 132.20 132.20 133.33
S3 130.15 130.91 133.15
S4 128.10 128.86 132.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.20 133.50 2.70 2.0% 1.09 0.8% 99% True False 63
10 136.20 133.50 2.70 2.0% 0.72 0.5% 99% True False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 138.92
2.618 137.88
1.618 137.24
1.000 136.84
0.618 136.60
HIGH 136.20
0.618 135.96
0.500 135.88
0.382 135.80
LOW 135.56
0.618 135.16
1.000 134.92
1.618 134.52
2.618 133.88
4.250 132.84
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 136.08 135.85
PP 135.98 135.52
S1 135.88 135.19

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

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