Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 134.88 135.48 0.60 0.4% 134.10
High 135.71 135.48 -0.23 -0.2% 135.71
Low 134.57 134.13 -0.44 -0.3% 132.87
Close 135.61 134.54 -1.07 -0.8% 135.61
Range 1.14 1.35 0.21 18.4% 2.84
ATR 1.42 1.43 0.00 0.3% 0.00
Volume 131,501 517,674 386,173 293.7% 382,182
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 138.77 138.00 135.28
R3 137.42 136.65 134.91
R2 136.07 136.07 134.79
R1 135.30 135.30 134.66 135.01
PP 134.72 134.72 134.72 134.57
S1 133.95 133.95 134.42 133.66
S2 133.37 133.37 134.29
S3 132.02 132.60 134.17
S4 130.67 131.25 133.80
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.25 142.27 137.17
R3 140.41 139.43 136.39
R2 137.57 137.57 136.13
R1 136.59 136.59 135.87 137.08
PP 134.73 134.73 134.73 134.98
S1 133.75 133.75 135.35 134.24
S2 131.89 131.89 135.09
S3 129.05 130.91 134.83
S4 126.21 128.07 134.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.71 132.87 2.84 2.1% 1.37 1.0% 59% False False 175,437
10 137.93 132.87 5.06 3.8% 1.38 1.0% 33% False False 94,897
20 139.65 132.87 6.78 5.0% 1.35 1.0% 25% False False 49,835
40 139.65 132.87 6.78 5.0% 1.32 1.0% 25% False False 25,128
60 139.77 132.87 6.90 5.1% 1.24 0.9% 24% False False 16,794
80 139.77 132.11 7.66 5.7% 1.01 0.7% 32% False False 12,621
100 139.77 125.69 14.08 10.5% 0.81 0.6% 63% False False 10,110
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.22
2.618 139.01
1.618 137.66
1.000 136.83
0.618 136.31
HIGH 135.48
0.618 134.96
0.500 134.81
0.382 134.65
LOW 134.13
0.618 133.30
1.000 132.78
1.618 131.95
2.618 130.60
4.250 128.39
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 134.81 134.61
PP 134.72 134.58
S1 134.63 134.56

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

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