Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 138.22 137.25 -0.97 -0.7% 137.84
High 138.63 137.25 -1.38 -1.0% 139.77
Low 137.37 135.98 -1.39 -1.0% 137.60
Close 137.71 136.30 -1.41 -1.0% 138.68
Range 1.26 1.27 0.01 0.8% 2.17
ATR 1.02 1.07 0.05 4.9% 0.00
Volume 85 61 -24 -28.2% 493
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 140.32 139.58 137.00
R3 139.05 138.31 136.65
R2 137.78 137.78 136.53
R1 137.04 137.04 136.42 136.78
PP 136.51 136.51 136.51 136.38
S1 135.77 135.77 136.18 135.51
S2 135.24 135.24 136.07
S3 133.97 134.50 135.95
S4 132.70 133.23 135.60
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 145.19 144.11 139.87
R3 143.02 141.94 139.28
R2 140.85 140.85 139.08
R1 139.77 139.77 138.88 140.31
PP 138.68 138.68 138.68 138.96
S1 137.60 137.60 138.48 138.14
S2 136.51 136.51 138.28
S3 134.34 135.43 138.08
S4 132.17 133.26 137.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.77 135.98 3.79 2.8% 1.12 0.8% 8% False True 111
10 139.77 135.82 3.95 2.9% 1.04 0.8% 12% False False 150
20 139.77 133.56 6.21 4.6% 0.90 0.7% 44% False False 160
40 139.77 130.79 8.98 6.6% 0.45 0.3% 61% False False 98
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.65
2.618 140.57
1.618 139.30
1.000 138.52
0.618 138.03
HIGH 137.25
0.618 136.76
0.500 136.62
0.382 136.47
LOW 135.98
0.618 135.20
1.000 134.71
1.618 133.93
2.618 132.66
4.250 130.58
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 136.62 137.88
PP 136.51 137.35
S1 136.41 136.83

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

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