Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 135.70 137.05 1.35 1.0% 136.00
High 137.38 138.50 1.12 0.8% 138.50
Low 135.70 137.05 1.35 1.0% 135.70
Close 136.72 138.08 1.36 1.0% 138.08
Range 1.68 1.45 -0.23 -13.7% 2.80
ATR 0.78 0.85 0.07 9.1% 0.00
Volume 182 45 -137 -75.3% 956
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 142.23 141.60 138.88
R3 140.78 140.15 138.48
R2 139.33 139.33 138.35
R1 138.70 138.70 138.21 139.02
PP 137.88 137.88 137.88 138.03
S1 137.25 137.25 137.95 137.57
S2 136.43 136.43 137.81
S3 134.98 135.80 137.68
S4 133.53 134.35 137.28
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 145.83 144.75 139.62
R3 143.03 141.95 138.85
R2 140.23 140.23 138.59
R1 139.15 139.15 138.34 139.69
PP 137.43 137.43 137.43 137.70
S1 136.35 136.35 137.82 136.89
S2 134.63 134.63 137.57
S3 131.83 133.55 137.31
S4 129.03 130.75 136.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.50 135.70 2.80 2.0% 1.06 0.8% 85% True False 191
10 138.50 133.39 5.11 3.7% 0.59 0.4% 92% True False 99
20 138.50 131.93 6.57 4.8% 0.30 0.2% 94% True False 67
40 138.50 125.69 12.81 9.3% 0.15 0.1% 97% True False 74
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 False
Stretch 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.66
2.618 142.30
1.618 140.85
1.000 139.95
0.618 139.40
HIGH 138.50
0.618 137.95
0.500 137.78
0.382 137.60
LOW 137.05
0.618 136.15
1.000 135.60
1.618 134.70
2.618 133.25
4.250 130.89
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 137.98 137.75
PP 137.88 137.43
S1 137.78 137.10

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

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