Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 139.59 139.75 0.16 0.1% 138.19
High 139.89 139.77 -0.12 -0.1% 139.26
Low 139.08 138.99 -0.09 -0.1% 137.18
Close 139.72 139.17 -0.55 -0.4% 138.89
Range 0.81 0.78 -0.03 -3.7% 2.08
ATR 0.95 0.94 -0.01 -1.3% 0.00
Volume 715,895 702,676 -13,219 -1.8% 3,587,312
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.65 141.19 139.60
R3 140.87 140.41 139.38
R2 140.09 140.09 139.31
R1 139.63 139.63 139.24 139.47
PP 139.31 139.31 139.31 139.23
S1 138.85 138.85 139.10 138.69
S2 138.53 138.53 139.03
S3 137.75 138.07 138.96
S4 136.97 137.29 138.74
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
5 139.89 137.88 2.01 1.4% 0.81 0.6% 64% False False 652,656
10 139.89 137.18 2.71 1.9% 0.93 0.7% 73% False False 700,272
20 140.23 137.18 3.05 2.2% 0.87 0.6% 65% False False 636,710
40 140.23 134.15 6.08 4.4% 0.98 0.7% 83% False False 499,432
60 140.23 132.87 7.36 5.3% 1.10 0.8% 86% False False 349,567
80 140.23 132.87 7.36 5.3% 1.15 0.8% 86% False False 262,280
100 140.23 132.87 7.36 5.3% 1.13 0.8% 86% False False 209,849
120 140.23 132.11 8.12 5.8% 1.00 0.7% 87% False False 174,891
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.09
2.618 141.81
1.618 141.03
1.000 140.55
0.618 140.25
HIGH 139.77
0.618 139.47
0.500 139.38
0.382 139.29
LOW 138.99
0.618 138.51
1.000 138.21
1.618 137.73
2.618 136.95
4.250 135.68
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 139.38 139.44
PP 139.31 139.35
S1 139.24 139.26

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

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