Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 136.84 136.55 -0.29 -0.2% 138.40
High 137.10 136.60 -0.50 -0.4% 138.40
Low 136.22 135.60 -0.62 -0.5% 136.22
Close 136.39 135.71 -0.68 -0.5% 136.39
Range 0.88 1.00 0.12 13.6% 2.18
ATR 0.72 0.74 0.02 2.8% 0.00
Volume 1,842 1,187 -655 -35.6% 2,957
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 138.97 138.34 136.26
R3 137.97 137.34 135.99
R2 136.97 136.97 135.89
R1 136.34 136.34 135.80 136.16
PP 135.97 135.97 135.97 135.88
S1 135.34 135.34 135.62 135.16
S2 134.97 134.97 135.53
S3 133.97 134.34 135.44
S4 132.97 133.34 135.16
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 143.54 142.15 137.59
R3 141.36 139.97 136.99
R2 139.18 139.18 136.79
R1 137.79 137.79 136.59 137.40
PP 137.00 137.00 137.00 136.81
S1 135.61 135.61 136.19 135.22
S2 134.82 134.82 135.99
S3 132.64 133.43 135.79
S4 130.46 131.25 135.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.27 135.60 2.67 2.0% 0.77 0.6% 4% False True 814
10 138.51 135.60 2.91 2.1% 0.69 0.5% 4% False True 677
20 138.51 135.60 2.91 2.1% 0.64 0.5% 4% False True 358
40 138.51 133.03 5.48 4.0% 0.60 0.4% 49% False False 204
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 0.12
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 140.85
2.618 139.22
1.618 138.22
1.000 137.60
0.618 137.22
HIGH 136.60
0.618 136.22
0.500 136.10
0.382 135.98
LOW 135.60
0.618 134.98
1.000 134.60
1.618 133.98
2.618 132.98
4.250 131.35
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 136.10 136.82
PP 135.97 136.45
S1 135.84 136.08

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

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