Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 137.52 137.32 -0.20 -0.1% 139.72
High 137.90 138.41 0.51 0.4% 140.01
Low 137.18 137.18 0.00 0.0% 137.86
Close 137.47 137.82 0.35 0.3% 137.97
Range 0.72 1.23 0.51 70.8% 2.15
ATR 0.96 0.98 0.02 2.0% 0.00
Volume 792,723 755,187 -37,536 -4.7% 2,747,358
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.49 140.89 138.50
R3 140.26 139.66 138.16
R2 139.03 139.03 138.05
R1 138.43 138.43 137.93 138.73
PP 137.80 137.80 137.80 137.96
S1 137.20 137.20 137.71 137.50
S2 136.57 136.57 137.59
S3 135.34 135.97 137.48
S4 134.11 134.74 137.14
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
5 139.75 137.18 2.57 1.9% 1.05 0.8% 25% False True 747,887
10 140.23 137.18 3.05 2.2% 0.94 0.7% 21% False True 701,634
20 140.23 137.18 3.05 2.2% 0.87 0.6% 21% False True 517,509
40 140.23 132.87 7.36 5.3% 1.05 0.8% 67% False False 439,780
60 140.23 132.87 7.36 5.3% 1.15 0.8% 67% False False 295,238
80 140.23 132.87 7.36 5.3% 1.17 0.9% 67% False False 221,500
100 140.23 132.87 7.36 5.3% 1.14 0.8% 67% False False 177,233
120 140.23 131.41 8.82 6.4% 0.96 0.7% 73% False False 147,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 143.64
2.618 141.63
1.618 140.40
1.000 139.64
0.618 139.17
HIGH 138.41
0.618 137.94
0.500 137.80
0.382 137.65
LOW 137.18
0.618 136.42
1.000 135.95
1.618 135.19
2.618 133.96
4.250 131.95
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 137.81 137.82
PP 137.80 137.82
S1 137.80 137.82

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

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