Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 137.08 137.01 -0.07 -0.1% 137.60
High 137.22 137.70 0.48 0.3% 137.60
Low 136.80 136.83 0.03 0.0% 136.25
Close 137.01 137.63 0.62 0.5% 137.12
Range 0.42 0.87 0.45 107.1% 1.35
ATR 0.71 0.72 0.01 1.6% 0.00
Volume 17 186 169 994.1% 269
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 140.00 139.68 138.11
R3 139.13 138.81 137.87
R2 138.26 138.26 137.79
R1 137.94 137.94 137.71 138.10
PP 137.39 137.39 137.39 137.47
S1 137.07 137.07 137.55 137.23
S2 136.52 136.52 137.47
S3 135.65 136.20 137.39
S4 134.78 135.33 137.15
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.04 140.43 137.86
R3 139.69 139.08 137.49
R2 138.34 138.34 137.37
R1 137.73 137.73 137.24 137.36
PP 136.99 136.99 136.99 136.81
S1 136.38 136.38 137.00 136.01
S2 135.64 135.64 136.87
S3 134.29 135.03 136.75
S4 132.94 133.68 136.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.70 136.39 1.31 1.0% 0.67 0.5% 95% True False 94
10 137.70 136.25 1.45 1.1% 0.69 0.5% 95% True False 59
20 137.70 135.09 2.61 1.9% 0.59 0.4% 97% True False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.40
2.618 139.98
1.618 139.11
1.000 138.57
0.618 138.24
HIGH 137.70
0.618 137.37
0.500 137.27
0.382 137.16
LOW 136.83
0.618 136.29
1.000 135.96
1.618 135.42
2.618 134.55
4.250 133.13
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 137.51 137.50
PP 137.39 137.38
S1 137.27 137.25

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

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