Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 17-Feb-2012

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	137.23	136.62	-0.61	-0.4%	136.43
High	137.23	136.62	-0.61	-0.4%	137.29
Low	137.23	136.62	-0.61	-0.4%	136.43
Close	137.23	136.62	-0.61	-0.4%	136.62
Range
ATR	0.42	0.43	0.01	3.2%	0.00
Volume

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	136.62	136.62	136.62
R3	136.62	136.62	136.62
R2	136.62	136.62	136.62
R1	136.62	136.62	136.62	136.62
PP	136.62	136.62	136.62	136.62
S1	136.62	136.62	136.62	136.62
S2	136.62	136.62	136.62
S3	136.62	136.62	136.62
S4	136.62	136.62	136.62

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.36	138.85	137.09
R3	138.50	137.99	136.86
R2	137.64	137.64	136.78
R1	137.13	137.13	136.70	137.39
PP	136.78	136.78	136.78	136.91
S1	136.27	136.27	136.54	136.53
S2	135.92	135.92	136.46
S3	135.06	135.41	136.38
S4	134.20	134.55	136.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137.29	136.43	0.86	0.6%	0.00	0.0%	22%	False	False	39
10	137.29	135.30	1.99	1.5%	0.00	0.0%	66%	False	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00

Fibonacci Retracements and Extensions
4.250	136.62
2.618	136.62
1.618	136.62
1.000	136.62
0.618	136.62
HIGH	136.62
0.618	136.62
0.500	136.62
0.382	136.62
LOW	136.62
0.618	136.62
1.000	136.62
1.618	136.62
2.618	136.62
4.250	136.62

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	136.62	136.96
PP	136.62	136.84
S1	136.62	136.73

Download as Excel Spreadsheet

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

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