Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 02-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 02-Jan-2012 Change Change % Previous Week
Open 138.86 139.30 0.44 0.3% 137.97
High 139.13 139.32 0.19 0.1% 139.13
Low 138.60 138.09 -0.51 -0.4% 137.50
Close 138.95 138.23 -0.72 -0.5% 138.95
Range 0.53 1.23 0.70 132.1% 1.63
ATR 1.11 1.12 0.01 0.8% 0.00
Volume 114,998 90,765 -24,233 -21.1% 502,015
Daily Pivots for day following 02-Jan-2012
Classic Woodie Camarilla DeMark
R4 142.24 141.46 138.91
R3 141.01 140.23 138.57
R2 139.78 139.78 138.46
R1 139.00 139.00 138.34 138.78
PP 138.55 138.55 138.55 138.43
S1 137.77 137.77 138.12 137.55
S2 137.32 137.32 138.00
S3 136.09 136.54 137.89
S4 134.86 135.31 137.55
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.42 142.81 139.85
R3 141.79 141.18 139.40
R2 140.16 140.16 139.25
R1 139.55 139.55 139.10 139.86
PP 138.53 138.53 138.53 138.68
S1 137.92 137.92 138.80 138.23
S2 136.90 136.90 138.65
S3 135.27 136.29 138.50
S4 133.64 134.66 138.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.32 137.50 1.82 1.3% 0.89 0.6% 40% True False 118,556
10 139.32 136.69 2.63 1.9% 0.87 0.6% 59% True False 188,226
20 139.32 134.13 5.19 3.8% 1.12 0.8% 79% True False 369,177
40 139.65 132.87 6.78 4.9% 1.22 0.9% 79% False False 196,581
60 139.65 132.87 6.78 4.9% 1.25 0.9% 79% False False 131,184
80 139.77 132.87 6.90 5.0% 1.20 0.9% 78% False False 98,427
100 139.77 131.93 7.84 5.7% 1.02 0.7% 80% False False 78,755
120 139.77 125.69 14.08 10.2% 0.85 0.6% 89% False False 65,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 144.55
2.618 142.54
1.618 141.31
1.000 140.55
0.618 140.08
HIGH 139.32
0.618 138.85
0.500 138.71
0.382 138.56
LOW 138.09
0.618 137.33
1.000 136.86
1.618 136.10
2.618 134.87
4.250 132.86
Fisher Pivots for day following 02-Jan-2012
Pivot 1 day 3 day
R1 138.71 138.71
PP 138.55 138.55
S1 138.39 138.39

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

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