Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 135.95 135.80 -0.15 -0.1% 138.40
High 136.09 136.63 0.54 0.4% 138.40
Low 135.52 135.80 0.28 0.2% 136.22
Close 135.59 136.10 0.51 0.4% 136.39
Range 0.57 0.83 0.26 45.6% 2.18
ATR 0.73 0.75 0.02 3.0% 0.00
Volume 334 251 -83 -24.9% 2,957
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 138.67 138.21 136.56
R3 137.84 137.38 136.33
R2 137.01 137.01 136.25
R1 136.55 136.55 136.18 136.78
PP 136.18 136.18 136.18 136.29
S1 135.72 135.72 136.02 135.95
S2 135.35 135.35 135.95
S3 134.52 134.89 135.87
S4 133.69 134.06 135.64
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
5 138.03 135.52 2.51 1.8% 0.83 0.6% 23% False False 786
10 138.51 135.52 2.99 2.2% 0.70 0.5% 19% False False 715
20 138.51 135.52 2.99 2.2% 0.69 0.5% 19% False False 387
40 138.51 133.03 5.48 4.0% 0.64 0.5% 56% False False 217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.16
2.618 138.80
1.618 137.97
1.000 137.46
0.618 137.14
HIGH 136.63
0.618 136.31
0.500 136.22
0.382 136.12
LOW 135.80
0.618 135.29
1.000 134.97
1.618 134.46
2.618 133.63
4.250 132.27
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 136.22 136.09
PP 136.18 136.08
S1 136.14 136.08

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

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