Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 136.87 136.66 -0.21 -0.2% 134.18
High 136.87 136.69 -0.18 -0.1% 137.09
Low 136.56 135.71 -0.85 -0.6% 134.18
Close 136.69 135.79 -0.90 -0.7% 136.88
Range 0.31 0.98 0.67 216.1% 2.91
ATR 0.81 0.82 0.01 1.5% 0.00
Volume 3 41 38 1,266.7% 154
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 139.00 138.38 136.33
R3 138.02 137.40 136.06
R2 137.04 137.04 135.97
R1 136.42 136.42 135.88 136.24
PP 136.06 136.06 136.06 135.98
S1 135.44 135.44 135.70 135.26
S2 135.08 135.08 135.61
S3 134.10 134.46 135.52
S4 133.12 133.48 135.25
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
5 137.09 135.56 1.53 1.1% 0.53 0.4% 15% False False 27
10 137.09 133.50 3.59 2.6% 0.87 0.6% 64% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 140.86
2.618 139.26
1.618 138.28
1.000 137.67
0.618 137.30
HIGH 136.69
0.618 136.32
0.500 136.20
0.382 136.08
LOW 135.71
0.618 135.10
1.000 134.73
1.618 134.12
2.618 133.14
4.250 131.55
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 136.20 136.40
PP 136.06 136.20
S1 135.93 135.99

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

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