Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

FGBLM12 began trading on 11/23/2011 and has 64 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 05/10/2012.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.25)

Moving Averages

Strong Sell

-1.00

Oscillators

Neutral

0.00

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 1.79x

ATR(14) %: 0.6%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	20-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	136.52	136.09	-0.43	-0.3%	136.43
High	136.61	136.56	-0.05	-0.0%	137.85
Low	136.18	136.04	-0.14	-0.1%	135.94
Close	136.28	136.26	-0.02	-0.0%	136.72
Range	0.43	0.52	0.09	20.9%	1.91
ATR(14)	0.86	0.84	-0.02	-2.8%	0.89
Volume	386	5,341	4,955	1,283.7%	33,338

Multi-Period Performance

1-Month (21d)

0.4%

3-Month (63d)

0.5%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-0.2%

52-Week Range

52W Low: 133.03 (2.4%)

Position (59%)

52W High: 138.51 (1.6%)

Daily Pivots for day following 21-Feb-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	137.85	137.57	136.55
R3	137.33	137.05	136.40
R2	136.81	136.81	136.36
R1	136.53	136.53	136.31	136.67
PP	136.29	136.29	136.29	136.36
S1	136.01	136.01	136.21	136.15
S2	135.77	135.77	136.17
S3	135.25	135.49	136.12
S4	134.73	134.97	135.97

Weekly Pivots for week ending 17-Feb-2012

Level	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	136.55	136.33
S2	134.93	134.93	136.37
S3	133.02	133.91	136.20
S4	131.11	132.00	135.67

Fisher Pivots for day following 21-Feb-2012

Pivot	1 Day	3 Day
R1	136.30	136.57
PP	136.29	136.47
S1	136.27	136.36

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	138.77
2.618	137.92
1.618	137.40
1.000	137.08
0.618	136.88
HIGH	136.56
0.618	136.36
0.500	136.30
0.382	136.24
LOW	136.04
0.618	135.72
1.000	135.52
1.618	135.20
2.618	134.68
4.250	133.83

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	137.22
38.2%	136.42
50.0%	135.77
61.8%	135.12
78.6%	134.20

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	136.80	-0.54	-0.4%	Below
10-Day SMA	136.53	-0.27	-0.2%	Below
20-Day SMA	136.81	-0.55	-0.4%	Below
50-Day SMA	136.78	-0.51	-0.4%	Below
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 138.11

Middle: 136.81

Lower: 135.50

Bandwidth: 1.9%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

45.67

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.03

Signal: 0.03 · Hist: -0.06

Stochastic (14, 3)

Neutral

%K: 37.01

%D: 42.27

StochRSI (14)

Neutral

%K: 46.58

%D: 58.68

ADX (14) & Trend

Neutral

9.77

+DI: 22.99 · -DI: 23.82

CCI (20)

Neutral

-71.97

Range -100 to +100

Williams %R (14)

Neutral

-62.99

Range -100 to 0

Ultimate Oscillator

Neutral

49.62

Periods: 7, 14, 28

ROC (12)

Bullish

-0.25%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

-0.11

Bull: -0.11 · Bear: -0.63

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 2 trading days

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%	0.69	0.5%	12%	False	True	5,848
10	137.85	135.22	2.63	1.9%	0.77	0.6%	40%	False	False	4,572
20	138.10	135.22	2.88	2.1%	0.79	0.6%	36%	False	False	2,978
40	138.51	135.22	3.29	2.4%	0.72	0.5%	32%	False	False	1,676
60	138.51	133.03	5.48	4.0%	0.67	0.5%	59%	False	False	1,134

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