Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 137.98 138.25 0.27 0.2% 136.52
High 138.48 138.52 0.04 0.0% 137.46
Low 137.79 137.75 -0.04 0.0% 136.04
Close 138.33 138.13 -0.20 -0.1% 137.32
Range 0.69 0.77 0.08 11.6% 1.42
ATR 0.81 0.81 0.00 -0.4% 0.00
Volume 33,633 38,235 4,602 13.7% 64,788
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.44 140.06 138.55
R3 139.67 139.29 138.34
R2 138.90 138.90 138.27
R1 138.52 138.52 138.20 138.33
PP 138.13 138.13 138.13 138.04
S1 137.75 137.75 138.06 137.56
S2 137.36 137.36 137.99
S3 136.59 136.98 137.92
S4 135.82 136.21 137.71
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.20 140.68 138.10
R3 139.78 139.26 137.71
R2 138.36 138.36 137.58
R1 137.84 137.84 137.45 138.10
PP 136.94 136.94 136.94 137.07
S1 136.42 136.42 137.19 136.68
S2 135.52 135.52 137.06
S3 134.10 135.00 136.93
S4 132.68 133.58 136.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.52 136.84 1.68 1.2% 0.70 0.5% 77% True False 33,096
10 138.52 136.04 2.48 1.8% 0.71 0.5% 84% True False 18,365
20 138.52 135.22 3.30 2.4% 0.82 0.6% 88% True False 11,016
40 138.52 135.22 3.30 2.4% 0.75 0.5% 88% True False 5,879
60 138.52 133.50 5.02 3.6% 0.74 0.5% 92% True False 3,935
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.79
2.618 140.54
1.618 139.77
1.000 139.29
0.618 139.00
HIGH 138.52
0.618 138.23
0.500 138.14
0.382 138.04
LOW 137.75
0.618 137.27
1.000 136.98
1.618 136.50
2.618 135.73
4.250 134.48
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 138.14 138.03
PP 138.13 137.92
S1 138.13 137.82

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

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