Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 136.24 136.61 0.37 0.3% 136.87
High 136.51 136.65 0.14 0.1% 136.87
Low 136.24 136.55 0.31 0.2% 135.09
Close 136.35 136.55 0.20 0.1% 135.86
Range 0.27 0.10 -0.17 -63.0% 1.78
ATR 0.77 0.74 -0.03 -4.4% 0.00
Volume 5 2 -3 -60.0% 441
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 136.88 136.82 136.61
R3 136.78 136.72 136.58
R2 136.68 136.68 136.57
R1 136.62 136.62 136.56 136.60
PP 136.58 136.58 136.58 136.58
S1 136.52 136.52 136.54 136.50
S2 136.48 136.48 136.53
S3 136.38 136.42 136.52
S4 136.28 136.32 136.50
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 141.28 140.35 136.84
R3 139.50 138.57 136.35
R2 137.72 137.72 136.19
R1 136.79 136.79 136.02 136.37
PP 135.94 135.94 135.94 135.73
S1 135.01 135.01 135.70 134.59
S2 134.16 134.16 135.53
S3 132.38 133.23 135.37
S4 130.60 131.45 134.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.65 135.09 1.56 1.1% 0.46 0.3% 94% True False 80
10 137.09 135.09 2.00 1.5% 0.49 0.4% 73% False False 54
20 137.09 133.03 4.06 3.0% 0.58 0.4% 87% False False 47
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 0.09
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 137.08
2.618 136.91
1.618 136.81
1.000 136.75
0.618 136.71
HIGH 136.65
0.618 136.61
0.500 136.60
0.382 136.59
LOW 136.55
0.618 136.49
1.000 136.45
1.618 136.39
2.618 136.29
4.250 136.13
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 136.60 136.45
PP 136.58 136.35
S1 136.57 136.26

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

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