Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 137.44 137.60 0.16 0.1% 137.60
High 138.03 137.81 -0.22 -0.2% 138.10
Low 137.26 136.47 -0.79 -0.6% 136.47
Close 137.37 136.60 -0.77 -0.6% 136.60
Range 0.77 1.34 0.57 74.0% 1.63
ATR 0.76 0.80 0.04 5.5% 0.00
Volume 1,527 1,712 185 12.1% 10,104
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.98 140.13 137.34
R3 139.64 138.79 136.97
R2 138.30 138.30 136.85
R1 137.45 137.45 136.72 137.21
PP 136.96 136.96 136.96 136.84
S1 136.11 136.11 136.48 135.87
S2 135.62 135.62 136.35
S3 134.28 134.77 136.23
S4 132.94 133.43 135.86
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.95 140.90 137.50
R3 140.32 139.27 137.05
R2 138.69 138.69 136.90
R1 137.64 137.64 136.75 137.35
PP 137.06 137.06 137.06 136.91
S1 136.01 136.01 136.45 135.72
S2 135.43 135.43 136.30
S3 133.80 134.38 136.15
S4 132.17 132.75 135.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.10 136.47 1.63 1.2% 0.76 0.6% 8% False True 2,020
10 138.10 135.52 2.58 1.9% 0.78 0.6% 42% False False 1,224
20 138.51 135.52 2.99 2.2% 0.71 0.5% 36% False False 894
40 138.51 133.50 5.01 3.7% 0.70 0.5% 62% False False 472
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 0.15
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 143.51
2.618 141.32
1.618 139.98
1.000 139.15
0.618 138.64
HIGH 137.81
0.618 137.30
0.500 137.14
0.382 136.98
LOW 136.47
0.618 135.64
1.000 135.13
1.618 134.30
2.618 132.96
4.250 130.78
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 137.14 137.25
PP 136.96 137.03
S1 136.78 136.82

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

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