Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 136.61 136.58 -0.03 0.0% 136.87
High 136.65 137.36 0.71 0.5% 136.87
Low 136.55 136.53 -0.02 0.0% 135.09
Close 136.55 137.24 0.69 0.5% 135.86
Range 0.10 0.83 0.73 730.0% 1.78
ATR 0.74 0.74 0.01 0.9% 0.00
Volume 2 27 25 1,250.0% 441
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 139.53 139.22 137.70
R3 138.70 138.39 137.47
R2 137.87 137.87 137.39
R1 137.56 137.56 137.32 137.72
PP 137.04 137.04 137.04 137.12
S1 136.73 136.73 137.16 136.89
S2 136.21 136.21 137.09
S3 135.38 135.90 137.01
S4 134.55 135.07 136.78
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 141.28 140.35 136.84
R3 139.50 138.57 136.35
R2 137.72 137.72 136.19
R1 136.79 136.79 136.02 136.37
PP 135.94 135.94 135.94 135.73
S1 135.01 135.01 135.70 134.59
S2 134.16 134.16 135.53
S3 132.38 133.23 135.37
S4 130.60 131.45 134.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.36 135.69 1.67 1.2% 0.39 0.3% 93% True False 82
10 137.36 135.09 2.27 1.7% 0.51 0.4% 95% True False 50
20 137.36 133.50 3.86 2.8% 0.62 0.4% 97% True False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 140.89
2.618 139.53
1.618 138.70
1.000 138.19
0.618 137.87
HIGH 137.36
0.618 137.04
0.500 136.95
0.382 136.85
LOW 136.53
0.618 136.02
1.000 135.70
1.618 135.19
2.618 134.36
4.250 133.00
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 137.14 137.09
PP 137.04 136.95
S1 136.95 136.80

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

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