Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 137.14 137.28 0.14 0.1% 136.52
High 137.46 137.43 -0.03 0.0% 137.46
Low 136.84 137.10 0.26 0.2% 136.04
Close 137.31 137.32 0.01 0.0% 137.32
Range 0.62 0.33 -0.29 -46.8% 1.42
ATR 0.84 0.80 -0.04 -4.3% 0.00
Volume 26,829 29,454 2,625 9.8% 64,788
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 138.27 138.13 137.50
R3 137.94 137.80 137.41
R2 137.61 137.61 137.38
R1 137.47 137.47 137.35 137.54
PP 137.28 137.28 137.28 137.32
S1 137.14 137.14 137.29 137.21
S2 136.95 136.95 137.26
S3 136.62 136.81 137.23
S4 136.29 136.48 137.14
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.20 140.68 138.10
R3 139.78 139.26 137.71
R2 138.36 138.36 137.58
R1 137.84 137.84 137.45 138.10
PP 136.94 136.94 136.94 137.07
S1 136.42 136.42 137.19 136.68
S2 135.52 135.52 137.06
S3 134.10 135.00 136.93
S4 132.68 133.58 136.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.46 136.04 1.42 1.0% 0.63 0.5% 90% False False 12,957
10 137.85 135.94 1.91 1.4% 0.71 0.5% 72% False False 9,812
20 138.10 135.22 2.88 2.1% 0.78 0.6% 73% False False 5,900
40 138.51 135.22 3.29 2.4% 0.74 0.5% 64% False False 3,151
60 138.51 133.50 5.01 3.6% 0.71 0.5% 76% False False 2,117
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 138.83
2.618 138.29
1.618 137.96
1.000 137.76
0.618 137.63
HIGH 137.43
0.618 137.30
0.500 137.27
0.382 137.23
LOW 137.10
0.618 136.90
1.000 136.77
1.618 136.57
2.618 136.24
4.250 135.70
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 137.30 137.13
PP 137.28 136.94
S1 137.27 136.76

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

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