Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 134.81 135.74 0.93 0.7% 134.10
High 136.21 137.00 0.79 0.6% 135.71
Low 134.54 135.18 0.64 0.5% 132.87
Close 135.69 136.91 1.22 0.9% 135.61
Range 1.67 1.82 0.15 9.0% 2.84
ATR 1.42 1.45 0.03 2.0% 0.00
Volume 866,067 671,627 -194,440 -22.5% 382,182
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 141.82 141.19 137.91
R3 140.00 139.37 137.41
R2 138.18 138.18 137.24
R1 137.55 137.55 137.08 137.87
PP 136.36 136.36 136.36 136.52
S1 135.73 135.73 136.74 136.05
S2 134.54 134.54 136.58
S3 132.72 133.91 136.41
S4 130.90 132.09 135.91
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
5 137.00 134.13 2.87 2.1% 1.40 1.0% 97% True False 583,962
10 137.00 132.87 4.13 3.0% 1.39 1.0% 98% True False 318,517
20 139.33 132.87 6.46 4.7% 1.36 1.0% 63% False False 162,985
40 139.65 132.87 6.78 5.0% 1.35 1.0% 60% False False 81,880
60 139.77 132.87 6.90 5.0% 1.25 0.9% 59% False False 54,625
80 139.77 132.87 6.90 5.0% 1.06 0.8% 59% False False 41,000
100 139.77 126.37 13.40 9.8% 0.85 0.6% 79% False False 32,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 144.74
2.618 141.76
1.618 139.94
1.000 138.82
0.618 138.12
HIGH 137.00
0.618 136.30
0.500 136.09
0.382 135.88
LOW 135.18
0.618 134.06
1.000 133.36
1.618 132.24
2.618 130.42
4.250 127.45
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 136.64 136.47
PP 136.36 136.02
S1 136.09 135.58

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

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