Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 136.56 137.70 1.14 0.8% 136.69
High 137.60 137.85 0.25 0.2% 137.39
Low 136.52 136.98 0.46 0.3% 135.22
Close 137.39 137.34 -0.05 0.0% 136.50
Range 1.08 0.87 -0.21 -19.4% 2.17
ATR 0.88 0.88 0.00 -0.1% 0.00
Volume 13,843 8,263 -5,580 -40.3% 9,776
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.00 139.54 137.82
R3 139.13 138.67 137.58
R2 138.26 138.26 137.50
R1 137.80 137.80 137.42 137.60
PP 137.39 137.39 137.39 137.29
S1 136.93 136.93 137.26 136.73
S2 136.52 136.52 137.18
S3 135.65 136.06 137.10
S4 134.78 135.19 136.86
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
5 137.85 135.80 2.05 1.5% 0.97 0.7% 75% True False 6,654
10 137.85 135.22 2.63 1.9% 0.94 0.7% 81% True False 4,341
20 138.10 135.22 2.88 2.1% 0.84 0.6% 74% False False 2,789
40 138.51 135.22 3.29 2.4% 0.71 0.5% 64% False False 1,507
60 138.51 133.03 5.48 4.0% 0.65 0.5% 79% False False 1,027
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.55
2.618 140.13
1.618 139.26
1.000 138.72
0.618 138.39
HIGH 137.85
0.618 137.52
0.500 137.42
0.382 137.31
LOW 136.98
0.618 136.44
1.000 136.11
1.618 135.57
2.618 134.70
4.250 133.28
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 137.42 137.23
PP 137.39 137.13
S1 137.37 137.02

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

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