Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 137.95 138.97 1.02 0.7% 138.67
High 138.42 139.62 1.20 0.9% 139.14
Low 137.70 138.92 1.22 0.9% 135.82
Close 138.33 139.09 0.76 0.5% 137.08
Range 0.72 0.70 -0.02 -2.8% 3.32
ATR 0.93 0.95 0.03 2.8% 0.00
Volume 239 80 -159 -66.5% 1,569
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 141.31 140.90 139.48
R3 140.61 140.20 139.28
R2 139.91 139.91 139.22
R1 139.50 139.50 139.15 139.71
PP 139.21 139.21 139.21 139.31
S1 138.80 138.80 139.03 139.01
S2 138.51 138.51 138.96
S3 137.81 138.10 138.90
S4 137.11 137.40 138.71
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 147.31 145.51 138.91
R3 143.99 142.19 137.99
R2 140.67 140.67 137.69
R1 138.87 138.87 137.38 138.11
PP 137.35 137.35 137.35 136.97
S1 135.55 135.55 136.78 134.79
S2 134.03 134.03 136.47
S3 130.71 132.23 136.17
S4 127.39 128.91 135.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.62 136.44 3.18 2.3% 0.71 0.5% 83% True False 106
10 139.62 135.82 3.80 2.7% 0.93 0.7% 86% True False 201
20 139.62 133.39 6.23 4.5% 0.69 0.5% 91% True False 148
40 139.62 129.04 10.58 7.6% 0.35 0.3% 95% True False 97
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.60
2.618 141.45
1.618 140.75
1.000 140.32
0.618 140.05
HIGH 139.62
0.618 139.35
0.500 139.27
0.382 139.19
LOW 138.92
0.618 138.49
1.000 138.22
1.618 137.79
2.618 137.09
4.250 135.95
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 139.27 138.95
PP 139.21 138.80
S1 139.15 138.66

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

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