Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 138.80 139.25 0.45 0.3% 138.19
High 139.26 139.77 0.51 0.4% 139.26
Low 138.52 139.11 0.59 0.4% 137.18
Close 138.89 139.55 0.66 0.5% 138.89
Range 0.74 0.66 -0.08 -10.8% 2.08
ATR 0.97 0.96 -0.01 -0.7% 0.00
Volume 637,239 502,962 -134,277 -21.1% 3,587,312
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.46 141.16 139.91
R3 140.80 140.50 139.73
R2 140.14 140.14 139.67
R1 139.84 139.84 139.61 139.99
PP 139.48 139.48 139.48 139.55
S1 139.18 139.18 139.49 139.33
S2 138.82 138.82 139.43
S3 138.16 138.52 139.37
S4 137.50 137.86 139.19
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 144.68 143.87 140.03
R3 142.60 141.79 139.46
R2 140.52 140.52 139.27
R1 139.71 139.71 139.08 140.12
PP 138.44 138.44 138.44 138.65
S1 137.63 137.63 138.70 138.04
S2 136.36 136.36 138.51
S3 134.28 135.55 138.32
S4 132.20 133.47 137.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.77 137.18 2.59 1.9% 0.88 0.6% 92% True False 678,524
10 140.01 137.18 2.83 2.0% 0.89 0.6% 84% False False 683,763
20 140.23 137.18 3.05 2.2% 0.89 0.6% 78% False False 589,181
40 140.23 134.13 6.10 4.4% 1.00 0.7% 89% False False 480,197
60 140.23 132.87 7.36 5.3% 1.11 0.8% 91% False False 325,944
80 140.23 132.87 7.36 5.3% 1.16 0.8% 91% False False 244,549
100 140.23 132.87 7.36 5.3% 1.14 0.8% 91% False False 195,671
120 140.23 131.93 8.30 5.9% 0.99 0.7% 92% False False 163,070
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 142.58
2.618 141.50
1.618 140.84
1.000 140.43
0.618 140.18
HIGH 139.77
0.618 139.52
0.500 139.44
0.382 139.36
LOW 139.11
0.618 138.70
1.000 138.45
1.618 138.04
2.618 137.38
4.250 136.31
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 139.51 139.31
PP 139.48 139.07
S1 139.44 138.83

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

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