Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 137.60 137.70 0.10 0.1% 136.55
High 138.01 138.10 0.09 0.1% 137.50
Low 137.48 137.46 -0.02 0.0% 135.52
Close 137.95 138.00 0.05 0.0% 137.18
Range 0.53 0.64 0.11 20.8% 1.98
ATR 0.77 0.76 -0.01 -1.2% 0.00
Volume 319 4,162 3,843 1,204.7% 2,138
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 139.77 139.53 138.35
R3 139.13 138.89 138.18
R2 138.49 138.49 138.12
R1 138.25 138.25 138.06 138.37
PP 137.85 137.85 137.85 137.92
S1 137.61 137.61 137.94 137.73
S2 137.21 137.21 137.88
S3 136.57 136.97 137.82
S4 135.93 136.33 137.65
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 142.67 141.91 138.27
R3 140.69 139.93 137.72
R2 138.71 138.71 137.54
R1 137.95 137.95 137.36 138.33
PP 136.73 136.73 136.73 136.93
S1 135.97 135.97 137.00 136.35
S2 134.75 134.75 136.82
S3 132.77 133.99 136.64
S4 130.79 132.01 136.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.10 135.80 2.30 1.7% 0.72 0.5% 96% True False 1,019
10 138.27 135.52 2.75 2.0% 0.74 0.5% 90% False False 885
20 138.51 135.52 2.99 2.2% 0.69 0.5% 83% False False 624
40 138.51 133.50 5.01 3.6% 0.70 0.5% 90% False False 335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.82
2.618 139.78
1.618 139.14
1.000 138.74
0.618 138.50
HIGH 138.10
0.618 137.86
0.500 137.78
0.382 137.70
LOW 137.46
0.618 137.06
1.000 136.82
1.618 136.42
2.618 135.78
4.250 134.74
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 137.93 137.83
PP 137.85 137.65
S1 137.78 137.48

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

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