Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 137.01 137.40 0.39 0.3% 137.60
High 137.70 137.74 0.04 0.0% 137.60
Low 136.83 137.39 0.56 0.4% 136.25
Close 137.63 137.46 -0.17 -0.1% 137.12
Range 0.87 0.35 -0.52 -59.8% 1.35
ATR 0.72 0.69 -0.03 -3.7% 0.00
Volume 186 2,167 1,981 1,065.1% 269
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 138.58 138.37 137.65
R3 138.23 138.02 137.56
R2 137.88 137.88 137.52
R1 137.67 137.67 137.49 137.78
PP 137.53 137.53 137.53 137.58
S1 137.32 137.32 137.43 137.43
S2 137.18 137.18 137.40
S3 136.83 136.97 137.36
S4 136.48 136.62 137.27
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.04 140.43 137.86
R3 139.69 139.08 137.49
R2 138.34 138.34 137.37
R1 137.73 137.73 137.24 137.36
PP 136.99 136.99 136.99 136.81
S1 136.38 136.38 137.00 136.01
S2 135.64 135.64 136.87
S3 134.29 135.03 136.75
S4 132.94 133.68 136.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.74 136.67 1.07 0.8% 0.56 0.4% 74% True False 519
10 137.74 136.25 1.49 1.1% 0.64 0.5% 81% True False 273
20 137.74 135.09 2.65 1.9% 0.58 0.4% 89% True False 161
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 139.23
2.618 138.66
1.618 138.31
1.000 138.09
0.618 137.96
HIGH 137.74
0.618 137.61
0.500 137.57
0.382 137.52
LOW 137.39
0.618 137.17
1.000 137.04
1.618 136.82
2.618 136.47
4.250 135.90
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 137.57 137.40
PP 137.53 137.33
S1 137.50 137.27

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

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