Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 138.19 137.52 -0.67 -0.5% 139.72
High 138.45 137.90 -0.55 -0.4% 140.01
Low 137.25 137.18 -0.07 -0.1% 137.86
Close 137.44 137.47 0.03 0.0% 137.97
Range 1.20 0.72 -0.48 -40.0% 2.15
ATR 0.98 0.96 -0.02 -1.9% 0.00
Volume 697,651 792,723 95,072 13.6% 2,747,358
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 139.68 139.29 137.87
R3 138.96 138.57 137.67
R2 138.24 138.24 137.60
R1 137.85 137.85 137.54 137.69
PP 137.52 137.52 137.52 137.43
S1 137.13 137.13 137.40 136.97
S2 136.80 136.80 137.34
S3 136.08 136.41 137.27
S4 135.36 135.69 137.07
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
5 140.01 137.18 2.83 2.1% 0.93 0.7% 10% False True 721,546
10 140.23 137.18 3.05 2.2% 0.88 0.6% 10% False True 676,291
20 140.23 137.18 3.05 2.2% 0.87 0.6% 10% False True 484,287
40 140.23 132.87 7.36 5.4% 1.05 0.8% 63% False False 421,467
60 140.23 132.87 7.36 5.4% 1.17 0.9% 63% False False 282,673
80 140.23 132.87 7.36 5.4% 1.17 0.9% 63% False False 212,061
100 140.23 132.87 7.36 5.4% 1.14 0.8% 63% False False 169,681
120 140.23 131.41 8.82 6.4% 0.95 0.7% 69% False False 141,405
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140.96
2.618 139.78
1.618 139.06
1.000 138.62
0.618 138.34
HIGH 137.90
0.618 137.62
0.500 137.54
0.382 137.46
LOW 137.18
0.618 136.74
1.000 136.46
1.618 136.02
2.618 135.30
4.250 134.12
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 137.54 138.11
PP 137.52 137.89
S1 137.49 137.68

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

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