Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 138.34 137.05 -1.29 -0.9% 136.00
High 138.40 137.05 -1.35 -1.0% 138.50
Low 136.98 135.82 -1.16 -0.8% 135.70
Close 137.27 136.33 -0.94 -0.7% 138.08
Range 1.42 1.23 -0.19 -13.4% 2.80
ATR 0.91 0.95 0.04 4.2% 0.00
Volume 175 561 386 220.6% 956
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 140.09 139.44 137.01
R3 138.86 138.21 136.67
R2 137.63 137.63 136.56
R1 136.98 136.98 136.44 136.69
PP 136.40 136.40 136.40 136.26
S1 135.75 135.75 136.22 135.46
S2 135.17 135.17 136.10
S3 133.94 134.52 135.99
S4 132.71 133.29 135.65
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
5 139.14 135.82 3.32 2.4% 1.15 0.8% 15% False True 297
10 139.14 134.90 4.24 3.1% 1.02 0.7% 34% False False 243
20 139.14 133.39 5.75 4.2% 0.52 0.4% 51% False False 124
40 139.14 126.37 12.77 9.4% 0.26 0.2% 78% False False 104
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.28
2.618 140.27
1.618 139.04
1.000 138.28
0.618 137.81
HIGH 137.05
0.618 136.58
0.500 136.44
0.382 136.29
LOW 135.82
0.618 135.06
1.000 134.59
1.618 133.83
2.618 132.60
4.250 130.59
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 136.44 137.48
PP 136.40 137.10
S1 136.37 136.71

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

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