Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	137.60	137.70	0.10	0.1%	136.55
High	138.01	138.10	0.09	0.1%	137.50
Low	137.48	137.46	-0.02	0.0%	135.52
Close	137.95	138.00	0.05	0.0%	137.18
Range	0.53	0.64	0.11	20.8%	1.98
ATR	0.77	0.76	-0.01	-1.2%	0.00
Volume	319	4,162	3,843	1,204.7%	2,138

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.77	139.53	138.35
R3	139.13	138.89	138.18
R2	138.49	138.49	138.12
R1	138.25	138.25	138.06	138.37
PP	137.85	137.85	137.85	137.92
S1	137.61	137.61	137.94	137.73
S2	137.21	137.21	137.88
S3	136.57	136.97	137.82
S4	135.93	136.33	137.65

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.67	141.91	138.27
R3	140.69	139.93	137.72
R2	138.71	138.71	137.54
R1	137.95	137.95	137.36	138.33
PP	136.73	136.73	136.73	136.93
S1	135.97	135.97	137.00	136.35
S2	134.75	134.75	136.82
S3	132.77	133.99	136.64
S4	130.79	132.01	136.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.10	135.80	2.30	1.7%	0.72	0.5%	96%	True	False	1,019
10	138.27	135.52	2.75	2.0%	0.74	0.5%	90%	False	False	885
20	138.51	135.52	2.99	2.2%	0.69	0.5%	83%	False	False	624
40	138.51	133.50	5.01	3.6%	0.70	0.5%	90%	False	False	335

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140.82
2.618	139.78
1.618	139.14
1.000	138.74
0.618	138.50
HIGH	138.10
0.618	137.86
0.500	137.78
0.382	137.70
LOW	137.46
0.618	137.06
1.000	136.82
1.618	136.42
2.618	135.78
4.250	134.74

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	137.93	137.83
PP	137.85	137.65
S1	137.78	137.48

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols