Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 137.32 138.07 0.75 0.5% 139.72
High 138.41 138.92 0.51 0.4% 140.01
Low 137.18 137.88 0.70 0.5% 137.86
Close 137.82 138.69 0.87 0.6% 137.97
Range 1.23 1.04 -0.19 -15.4% 2.15
ATR 0.98 0.99 0.01 0.9% 0.00
Volume 755,187 704,512 -50,675 -6.7% 2,747,358
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.62 141.19 139.26
R3 140.58 140.15 138.98
R2 139.54 139.54 138.88
R1 139.11 139.11 138.79 139.33
PP 138.50 138.50 138.50 138.60
S1 138.07 138.07 138.59 138.29
S2 137.46 137.46 138.50
S3 136.42 137.03 138.40
S4 135.38 135.99 138.12
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
5 139.03 137.18 1.85 1.3% 1.07 0.8% 82% False False 746,948
10 140.23 137.18 3.05 2.2% 0.95 0.7% 50% False False 709,916
20 140.23 137.18 3.05 2.2% 0.89 0.6% 50% False False 546,128
40 140.23 133.33 6.90 5.0% 1.04 0.7% 78% False False 456,381
60 140.23 132.87 7.36 5.3% 1.14 0.8% 79% False False 306,959
80 140.23 132.87 7.36 5.3% 1.17 0.8% 79% False False 230,305
100 140.23 132.87 7.36 5.3% 1.14 0.8% 79% False False 184,275
120 140.23 131.93 8.30 6.0% 0.97 0.7% 81% False False 153,568
Crabel Price Patterns
NR True
NR4 False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.34
2.618 141.64
1.618 140.60
1.000 139.96
0.618 139.56
HIGH 138.92
0.618 138.52
0.500 138.40
0.382 138.28
LOW 137.88
0.618 137.24
1.000 136.84
1.618 136.20
2.618 135.16
4.250 133.46
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 138.59 138.48
PP 138.50 138.26
S1 138.40 138.05

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

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