Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 136.58 137.03 0.45 0.3% 136.24
High 137.36 137.41 0.05 0.0% 137.41
Low 136.53 137.03 0.50 0.4% 136.24
Close 137.24 137.35 0.11 0.1% 137.35
Range 0.83 0.38 -0.45 -54.2% 1.17
ATR 0.74 0.72 -0.03 -3.5% 0.00
Volume 27 23 -4 -14.8% 57
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 138.40 138.26 137.56
R3 138.02 137.88 137.45
R2 137.64 137.64 137.42
R1 137.50 137.50 137.38 137.57
PP 137.26 137.26 137.26 137.30
S1 137.12 137.12 137.32 137.19
S2 136.88 136.88 137.28
S3 136.50 136.74 137.25
S4 136.12 136.36 137.14
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.51 140.10 137.99
R3 139.34 138.93 137.67
R2 138.17 138.17 137.56
R1 137.76 137.76 137.46 137.97
PP 137.00 137.00 137.00 137.10
S1 136.59 136.59 137.24 136.80
S2 135.83 135.83 137.14
S3 134.66 135.42 137.03
S4 133.49 134.25 136.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.41 135.86 1.55 1.1% 0.38 0.3% 96% True False 11
10 137.41 135.09 2.32 1.7% 0.52 0.4% 97% True False 50
20 137.41 133.50 3.91 2.8% 0.63 0.5% 98% True False 50
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.03
2.618 138.40
1.618 138.02
1.000 137.79
0.618 137.64
HIGH 137.41
0.618 137.26
0.500 137.22
0.382 137.18
LOW 137.03
0.618 136.80
1.000 136.65
1.618 136.42
2.618 136.04
4.250 135.42
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 137.31 137.22
PP 137.26 137.10
S1 137.22 136.97

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

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