Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 136.15 135.95 -0.20 -0.1% 136.69
High 136.15 137.20 1.05 0.8% 137.39
Low 135.22 135.80 0.58 0.4% 135.22
Close 135.38 136.50 1.12 0.8% 136.50
Range 0.93 1.40 0.47 50.5% 2.17
ATR 0.81 0.88 0.07 8.9% 0.00
Volume 1,534 1,342 -192 -12.5% 9,776
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.70 140.00 137.27
R3 139.30 138.60 136.89
R2 137.90 137.90 136.76
R1 137.20 137.20 136.63 137.55
PP 136.50 136.50 136.50 136.68
S1 135.80 135.80 136.37 136.15
S2 135.10 135.10 136.24
S3 133.70 134.40 136.12
S4 132.30 133.00 135.73
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.88 141.86 137.69
R3 140.71 139.69 137.10
R2 138.54 138.54 136.90
R1 137.52 137.52 136.70 136.95
PP 136.37 136.37 136.37 136.08
S1 135.35 135.35 136.30 134.78
S2 134.20 134.20 136.10
S3 132.03 133.18 135.90
S4 129.86 131.01 135.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.39 135.22 2.17 1.6% 0.93 0.7% 59% False False 1,955
10 138.10 135.22 2.88 2.1% 0.84 0.6% 44% False False 1,988
20 138.40 135.22 3.18 2.3% 0.78 0.6% 40% False False 1,248
40 138.51 135.09 3.42 2.5% 0.70 0.5% 41% False False 711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 143.15
2.618 140.87
1.618 139.47
1.000 138.60
0.618 138.07
HIGH 137.20
0.618 136.67
0.500 136.50
0.382 136.33
LOW 135.80
0.618 134.93
1.000 134.40
1.618 133.53
2.618 132.13
4.250 129.85
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 136.50 136.40
PP 136.50 136.31
S1 136.50 136.21

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

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