Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 137.78 137.65 -0.13 -0.1% 139.25
High 137.96 137.96 0.00 0.0% 139.89
Low 137.50 136.93 -0.57 -0.4% 138.13
Close 137.74 137.23 -0.51 -0.4% 138.25
Range 0.46 1.03 0.57 123.9% 1.76
ATR 0.96 0.96 0.01 0.5% 0.00
Volume 622,735 832,809 210,074 33.7% 3,410,146
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.46 139.88 137.80
R3 139.43 138.85 137.51
R2 138.40 138.40 137.42
R1 137.82 137.82 137.32 137.60
PP 137.37 137.37 137.37 137.26
S1 136.79 136.79 137.14 136.57
S2 136.34 136.34 137.04
S3 135.31 135.76 136.95
S4 134.28 134.73 136.66
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 144.04 142.90 139.22
R3 142.28 141.14 138.73
R2 140.52 140.52 138.57
R1 139.38 139.38 138.41 139.07
PP 138.76 138.76 138.76 138.60
S1 137.62 137.62 138.09 137.31
S2 137.00 137.00 137.93
S3 135.24 135.86 137.77
S4 133.48 134.10 137.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.59 136.93 2.66 1.9% 0.99 0.7% 11% False True 710,398
10 139.89 136.93 2.96 2.2% 0.89 0.6% 10% False True 686,981
20 140.23 136.93 3.30 2.4% 0.92 0.7% 9% False True 698,448
40 140.23 136.61 3.62 2.6% 0.90 0.7% 17% False False 515,499
60 140.23 132.87 7.36 5.4% 1.07 0.8% 59% False False 421,137
80 140.23 132.87 7.36 5.4% 1.14 0.8% 59% False False 316,140
100 140.23 132.87 7.36 5.4% 1.13 0.8% 59% False False 252,950
120 140.23 132.87 7.36 5.4% 1.05 0.8% 59% False False 210,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.34
2.618 140.66
1.618 139.63
1.000 138.99
0.618 138.60
HIGH 137.96
0.618 137.57
0.500 137.45
0.382 137.32
LOW 136.93
0.618 136.29
1.000 135.90
1.618 135.26
2.618 134.23
4.250 132.55
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 137.45 138.03
PP 137.37 137.76
S1 137.30 137.50

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

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