Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	136.03	136.68	0.65	0.5%	134.18
High	136.21	137.09	0.88	0.6%	137.09
Low	135.91	136.68	0.77	0.6%	134.18
Close	135.93	136.88	0.95	0.7%	136.88
Range	0.30	0.41	0.11	36.7%	2.91
ATR	0.82	0.85	0.02	2.9%	0.00
Volume	19	10	-9	-47.4%	154

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.11	137.91	137.11
R3	137.70	137.50	136.99
R2	137.29	137.29	136.96
R1	137.09	137.09	136.92	137.19
PP	136.88	136.88	136.88	136.94
S1	136.68	136.68	136.84	136.78
S2	136.47	136.47	136.80
S3	136.06	136.27	136.77
S4	135.65	135.86	136.65

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	144.78	143.74	138.48
R3	141.87	140.83	137.68
R2	138.96	138.96	137.41
R1	137.92	137.92	137.15	138.44
PP	136.05	136.05	136.05	136.31
S1	135.01	135.01	136.61	135.53
S2	133.14	133.14	136.35
S3	130.23	132.10	136.08
S4	127.32	129.19	135.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137.09	134.18	2.91	2.1%	0.67	0.5%	93%	True	False	30
10	137.09	133.50	3.59	2.6%	0.79	0.6%	94%	True	False	36

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	0.06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138.83
2.618	138.16
1.618	137.75
1.000	137.50
0.618	137.34
HIGH	137.09
0.618	136.93
0.500	136.89
0.382	136.84
LOW	136.68
0.618	136.43
1.000	136.27
1.618	136.02
2.618	135.61
4.250	134.94

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	136.89	136.70
PP	136.88	136.51
S1	136.88	136.33

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols