Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 139.62 138.89 -0.73 -0.5% 139.72
High 139.75 139.03 -0.72 -0.5% 140.01
Low 138.84 137.86 -0.98 -0.7% 137.86
Close 138.96 137.97 -0.99 -0.7% 137.97
Range 0.91 1.17 0.26 28.6% 2.15
ATR 0.94 0.96 0.02 1.7% 0.00
Volume 709,207 784,670 75,463 10.6% 2,747,358
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.80 141.05 138.61
R3 140.63 139.88 138.29
R2 139.46 139.46 138.18
R1 138.71 138.71 138.08 138.50
PP 138.29 138.29 138.29 138.18
S1 137.54 137.54 137.86 137.33
S2 137.12 137.12 137.76
S3 135.95 136.37 137.65
S4 134.78 135.20 137.33
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 145.06 143.67 139.15
R3 142.91 141.52 138.56
R2 140.76 140.76 138.36
R1 139.37 139.37 138.17 138.99
PP 138.61 138.61 138.61 138.43
S1 137.22 137.22 137.77 136.84
S2 136.46 136.46 137.58
S3 134.31 135.07 137.38
S4 132.16 132.92 136.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.23 137.86 2.37 1.7% 0.97 0.7% 5% False True 713,523
10 140.23 137.86 2.37 1.7% 0.83 0.6% 5% False True 603,883
20 140.23 137.15 3.08 2.2% 0.83 0.6% 27% False False 427,508
40 140.23 132.87 7.36 5.3% 1.06 0.8% 69% False False 384,932
60 140.23 132.87 7.36 5.3% 1.18 0.9% 69% False False 257,844
80 140.23 132.87 7.36 5.3% 1.17 0.8% 69% False False 193,431
100 140.23 132.87 7.36 5.3% 1.12 0.8% 69% False False 154,778
120 140.23 131.36 8.87 6.4% 0.94 0.7% 75% False False 128,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 144.00
2.618 142.09
1.618 140.92
1.000 140.20
0.618 139.75
HIGH 139.03
0.618 138.58
0.500 138.45
0.382 138.31
LOW 137.86
0.618 137.14
1.000 136.69
1.618 135.97
2.618 134.80
4.250 132.89
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 138.45 138.94
PP 138.29 138.61
S1 138.13 138.29

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

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