Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 135.67 135.69 0.02 0.0% 134.18
High 136.27 136.13 -0.14 -0.1% 137.09
Low 135.09 135.69 0.60 0.4% 134.18
Close 136.13 136.13 0.00 0.0% 136.88
Range 1.18 0.44 -0.74 -62.7% 2.91
ATR 0.85 0.82 -0.03 -3.4% 0.00
Volume 19 377 358 1,884.2% 154
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 137.30 137.16 136.37
R3 136.86 136.72 136.25
R2 136.42 136.42 136.21
R1 136.28 136.28 136.17 136.35
PP 135.98 135.98 135.98 136.02
S1 135.84 135.84 136.09 135.91
S2 135.54 135.54 136.05
S3 135.10 135.40 136.01
S4 134.66 134.96 135.89
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
5 137.09 135.09 2.00 1.5% 0.66 0.5% 52% False False 90
10 137.09 133.50 3.59 2.6% 0.80 0.6% 73% False False 67
20 137.09 133.03 4.06 3.0% 0.56 0.4% 76% False False 50
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 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.00
2.618 137.28
1.618 136.84
1.000 136.57
0.618 136.40
HIGH 136.13
0.618 135.96
0.500 135.91
0.382 135.86
LOW 135.69
0.618 135.42
1.000 135.25
1.618 134.98
2.618 134.54
4.250 133.82
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 136.06 136.05
PP 135.98 135.97
S1 135.91 135.89

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

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