Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 16-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 16-Jan-2012 Change Change % Previous Week
Open 137.56 138.40 0.84 0.6% 137.19
High 138.51 138.40 -0.11 -0.1% 138.51
Low 137.53 138.01 0.48 0.3% 136.80
Close 138.22 138.13 -0.09 -0.1% 138.22
Range 0.98 0.39 -0.59 -60.2% 1.71
ATR 0.72 0.70 -0.02 -3.3% 0.00
Volume 257 71 -186 -72.4% 2,698
Daily Pivots for day following 16-Jan-2012
Classic Woodie Camarilla DeMark
R4 139.35 139.13 138.34
R3 138.96 138.74 138.24
R2 138.57 138.57 138.20
R1 138.35 138.35 138.17 138.27
PP 138.18 138.18 138.18 138.14
S1 137.96 137.96 138.09 137.88
S2 137.79 137.79 138.06
S3 137.40 137.57 138.02
S4 137.01 137.18 137.92
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 142.97 142.31 139.16
R3 141.26 140.60 138.69
R2 139.55 139.55 138.53
R1 138.89 138.89 138.38 139.22
PP 137.84 137.84 137.84 138.01
S1 137.18 137.18 138.06 137.51
S2 136.13 136.13 137.91
S3 134.42 135.47 137.75
S4 132.71 133.76 137.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.51 136.80 1.71 1.2% 0.60 0.4% 78% False False 539
10 138.51 136.25 2.26 1.6% 0.62 0.5% 83% False False 301
20 138.51 135.09 3.42 2.5% 0.61 0.4% 89% False False 176
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 2 trading days
Fibonacci Retracements and Extensions
4.250 140.06
2.618 139.42
1.618 139.03
1.000 138.79
0.618 138.64
HIGH 138.40
0.618 138.25
0.500 138.21
0.382 138.16
LOW 138.01
0.618 137.77
1.000 137.62
1.618 137.38
2.618 136.99
4.250 136.35
Fisher Pivots for day following 16-Jan-2012
Pivot 1 day 3 day
R1 138.21 138.07
PP 138.18 138.01
S1 138.16 137.95

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

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