Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 137.28 137.34 0.06 0.0% 136.52
High 137.43 138.20 0.77 0.6% 137.46
Low 137.10 137.12 0.02 0.0% 136.04
Close 137.32 137.93 0.61 0.4% 137.32
Range 0.33 1.08 0.75 227.3% 1.42
ATR 0.80 0.82 0.02 2.5% 0.00
Volume 29,454 37,330 7,876 26.7% 64,788
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.99 140.54 138.52
R3 139.91 139.46 138.23
R2 138.83 138.83 138.13
R1 138.38 138.38 138.03 138.61
PP 137.75 137.75 137.75 137.86
S1 137.30 137.30 137.83 137.53
S2 136.67 136.67 137.73
S3 135.59 136.22 137.63
S4 134.51 135.14 137.34
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
5 138.20 136.04 2.16 1.6% 0.76 0.6% 88% True False 20,346
10 138.20 136.04 2.16 1.6% 0.76 0.5% 88% True False 12,847
20 138.20 135.22 2.98 2.2% 0.81 0.6% 91% True False 7,750
40 138.51 135.22 3.29 2.4% 0.74 0.5% 82% False False 4,084
60 138.51 133.50 5.01 3.6% 0.73 0.5% 88% False False 2,737
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
4.250 142.79
2.618 141.03
1.618 139.95
1.000 139.28
0.618 138.87
HIGH 138.20
0.618 137.79
0.500 137.66
0.382 137.53
LOW 137.12
0.618 136.45
1.000 136.04
1.618 135.37
2.618 134.29
4.250 132.53
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 137.84 137.79
PP 137.75 137.66
S1 137.66 137.52

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

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