Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 138.62 139.03 0.41 0.3% 139.30
High 139.00 139.12 0.12 0.1% 139.32
Low 138.28 138.49 0.21 0.2% 137.70
Close 138.84 139.10 0.26 0.2% 138.84
Range 0.72 0.63 -0.09 -12.5% 1.62
ATR 1.05 1.02 -0.03 -2.9% 0.00
Volume 419,752 346,542 -73,210 -17.4% 2,074,270
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 140.79 140.58 139.45
R3 140.16 139.95 139.27
R2 139.53 139.53 139.22
R1 139.32 139.32 139.16 139.43
PP 138.90 138.90 138.90 138.96
S1 138.69 138.69 139.04 138.80
S2 138.27 138.27 138.98
S3 137.64 138.06 138.93
S4 137.01 137.43 138.75
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 143.48 142.78 139.73
R3 141.86 141.16 139.29
R2 140.24 140.24 139.14
R1 139.54 139.54 138.99 139.08
PP 138.62 138.62 138.62 138.39
S1 137.92 137.92 138.69 137.46
S2 137.00 137.00 138.54
S3 135.38 136.30 138.39
S4 133.76 134.68 137.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.12 137.70 1.42 1.0% 0.81 0.6% 99% True False 466,009
10 139.32 137.50 1.82 1.3% 0.85 0.6% 88% False False 292,282
20 139.32 135.22 4.10 2.9% 0.94 0.7% 95% False False 320,583
40 139.33 132.87 6.46 4.6% 1.16 0.8% 96% False False 254,593
60 139.65 132.87 6.78 4.9% 1.23 0.9% 92% False False 169,991
80 139.77 132.87 6.90 5.0% 1.18 0.9% 90% False False 127,533
100 139.77 132.87 6.90 5.0% 1.06 0.8% 90% False False 102,052
120 139.77 126.94 12.83 9.2% 0.88 0.6% 95% False False 85,055
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141.80
2.618 140.77
1.618 140.14
1.000 139.75
0.618 139.51
HIGH 139.12
0.618 138.88
0.500 138.81
0.382 138.73
LOW 138.49
0.618 138.10
1.000 137.86
1.618 137.47
2.618 136.84
4.250 135.81
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 139.00 138.87
PP 138.90 138.64
S1 138.81 138.41

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

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