Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 136.09 136.13 0.04 0.0% 136.43
High 136.56 137.31 0.75 0.5% 137.85
Low 136.04 136.05 0.01 0.0% 135.94
Close 136.26 136.84 0.58 0.4% 136.72
Range 0.52 1.26 0.74 142.3% 1.91
ATR 0.83 0.86 0.03 3.8% 0.00
Volume 5,341 2,778 -2,563 -48.0% 33,338
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.51 139.94 137.53
R3 139.25 138.68 137.19
R2 137.99 137.99 137.07
R1 137.42 137.42 136.96 137.71
PP 136.73 136.73 136.73 136.88
S1 136.16 136.16 136.72 136.45
S2 135.47 135.47 136.61
S3 134.21 134.90 136.49
S4 132.95 133.64 136.15
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.57 141.55 137.77
R3 140.66 139.64 137.25
R2 138.75 138.75 137.07
R1 137.73 137.73 136.90 138.24
PP 136.84 136.84 136.84 137.09
S1 135.82 135.82 136.54 136.33
S2 134.93 134.93 136.37
S3 133.02 133.91 136.19
S4 131.11 132.00 135.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.85 136.04 1.81 1.3% 0.72 0.5% 44% False False 3,635
10 137.85 135.22 2.63 1.9% 0.85 0.6% 62% False False 4,471
20 138.10 135.22 2.88 2.1% 0.81 0.6% 56% False False 3,104
40 138.51 135.22 3.29 2.4% 0.75 0.5% 49% False False 1,745
60 138.51 133.03 5.48 4.0% 0.69 0.5% 70% False False 1,179
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 0.09
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 142.67
2.618 140.61
1.618 139.35
1.000 138.57
0.618 138.09
HIGH 137.31
0.618 136.83
0.500 136.68
0.382 136.53
LOW 136.05
0.618 135.27
1.000 134.79
1.618 134.01
2.618 132.75
4.250 130.70
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 136.79 136.79
PP 136.73 136.73
S1 136.68 136.68

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

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