Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 139.03 138.81 -0.22 -0.2% 139.30
High 139.12 139.05 -0.07 -0.1% 139.32
Low 138.49 138.43 -0.06 0.0% 137.70
Close 139.10 138.72 -0.38 -0.3% 138.84
Range 0.63 0.62 -0.01 -1.6% 1.62
ATR 1.02 1.00 -0.03 -2.5% 0.00
Volume 346,542 501,764 155,222 44.8% 2,074,270
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 140.59 140.28 139.06
R3 139.97 139.66 138.89
R2 139.35 139.35 138.83
R1 139.04 139.04 138.78 138.89
PP 138.73 138.73 138.73 138.66
S1 138.42 138.42 138.66 138.27
S2 138.11 138.11 138.61
S3 137.49 137.80 138.55
S4 136.87 137.18 138.38
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% 0.79 0.6% 72% False False 490,916
10 139.32 137.70 1.62 1.2% 0.80 0.6% 63% False False 333,385
20 139.32 135.97 3.35 2.4% 0.89 0.6% 82% False False 324,383
40 139.33 132.87 6.46 4.7% 1.14 0.8% 91% False False 267,048
60 139.65 132.87 6.78 4.9% 1.21 0.9% 86% False False 178,344
80 139.77 132.87 6.90 5.0% 1.18 0.9% 85% False False 133,804
100 139.77 132.87 6.90 5.0% 1.06 0.8% 85% False False 107,070
120 139.77 127.02 12.75 9.2% 0.89 0.6% 92% False False 89,233
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 141.69
2.618 140.67
1.618 140.05
1.000 139.67
0.618 139.43
HIGH 139.05
0.618 138.81
0.500 138.74
0.382 138.67
LOW 138.43
0.618 138.05
1.000 137.81
1.618 137.43
2.618 136.81
4.250 135.80
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 138.74 138.71
PP 138.73 138.71
S1 138.73 138.70

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

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