Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 137.40 137.56 0.16 0.1% 137.19
High 137.74 138.51 0.77 0.6% 138.51
Low 137.39 137.53 0.14 0.1% 136.80
Close 137.46 138.22 0.76 0.6% 138.22
Range 0.35 0.98 0.63 180.0% 1.71
ATR 0.69 0.72 0.03 3.7% 0.00
Volume 2,167 257 -1,910 -88.1% 2,698
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 141.03 140.60 138.76
R3 140.05 139.62 138.49
R2 139.07 139.07 138.40
R1 138.64 138.64 138.31 138.86
PP 138.09 138.09 138.09 138.19
S1 137.66 137.66 138.13 137.88
S2 137.11 137.11 138.04
S3 136.13 136.68 137.95
S4 135.15 135.70 137.68
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 142.97 142.31 139.16
R3 141.26 140.60 138.69
R2 139.55 139.55 138.53
R1 138.89 138.89 138.38 139.22
PP 137.84 137.84 137.84 138.01
S1 137.18 137.18 138.06 137.51
S2 136.13 136.13 137.91
S3 134.42 135.47 137.75
S4 132.71 133.76 137.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.51 136.80 1.71 1.2% 0.63 0.5% 83% True False 539
10 138.51 136.25 2.26 1.6% 0.70 0.5% 87% True False 296
20 138.51 135.09 3.42 2.5% 0.61 0.4% 92% True False 173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 142.68
2.618 141.08
1.618 140.10
1.000 139.49
0.618 139.12
HIGH 138.51
0.618 138.14
0.500 138.02
0.382 137.90
LOW 137.53
0.618 136.92
1.000 136.55
1.618 135.94
2.618 134.96
4.250 133.37
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 138.15 138.04
PP 138.09 137.85
S1 138.02 137.67

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

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