Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 136.87 136.56 -0.31 -0.2% 136.69
High 137.03 137.60 0.57 0.4% 137.39
Low 136.19 136.52 0.33 0.2% 135.22
Close 136.81 137.39 0.58 0.4% 136.50
Range 0.84 1.08 0.24 28.6% 2.17
ATR 0.86 0.88 0.02 1.8% 0.00
Volume 2,842 13,843 11,001 387.1% 9,776
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.41 139.98 137.98
R3 139.33 138.90 137.69
R2 138.25 138.25 137.59
R1 137.82 137.82 137.49 138.04
PP 137.17 137.17 137.17 137.28
S1 136.74 136.74 137.29 136.96
S2 136.09 136.09 137.19
S3 135.01 135.66 137.09
S4 133.93 134.58 136.80
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.88 141.86 137.69
R3 140.71 139.69 137.10
R2 138.54 138.54 136.90
R1 137.52 137.52 136.70 136.95
PP 136.37 136.37 136.37 136.08
S1 135.35 135.35 136.30 134.78
S2 134.20 134.20 136.10
S3 132.03 133.18 135.90
S4 129.86 131.01 135.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.60 135.22 2.38 1.7% 0.98 0.7% 91% True False 5,308
10 138.03 135.22 2.81 2.0% 0.93 0.7% 77% False False 3,668
20 138.10 135.22 2.88 2.1% 0.84 0.6% 75% False False 2,392
40 138.51 135.09 3.42 2.5% 0.72 0.5% 67% False False 1,301
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.19
2.618 140.43
1.618 139.35
1.000 138.68
0.618 138.27
HIGH 137.60
0.618 137.19
0.500 137.06
0.382 136.93
LOW 136.52
0.618 135.85
1.000 135.44
1.618 134.77
2.618 133.69
4.250 131.93
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 137.28 137.18
PP 137.17 136.98
S1 137.06 136.77

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

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