Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 135.74 137.10 1.36 1.0% 135.48
High 137.00 137.12 0.12 0.1% 137.12
Low 135.18 135.30 0.12 0.1% 134.13
Close 136.91 135.30 -1.61 -1.2% 135.30
Range 1.82 1.82 0.00 0.0% 2.99
ATR 1.45 1.47 0.03 1.8% 0.00
Volume 671,627 513,619 -158,008 -23.5% 3,301,932
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 141.37 140.15 136.30
R3 139.55 138.33 135.80
R2 137.73 137.73 135.63
R1 136.51 136.51 135.47 136.21
PP 135.91 135.91 135.91 135.76
S1 134.69 134.69 135.13 134.39
S2 134.09 134.09 134.97
S3 132.27 132.87 134.80
S4 130.45 131.05 134.30
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 144.49 142.88 136.94
R3 141.50 139.89 136.12
R2 138.51 138.51 135.85
R1 136.90 136.90 135.57 136.21
PP 135.52 135.52 135.52 135.17
S1 133.91 133.91 135.03 133.22
S2 132.53 132.53 134.75
S3 129.54 130.92 134.48
S4 126.55 127.93 133.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.12 134.13 2.99 2.2% 1.54 1.1% 39% True False 660,386
10 137.12 132.87 4.25 3.1% 1.44 1.1% 57% True False 368,411
20 139.33 132.87 6.46 4.8% 1.39 1.0% 38% False False 188,603
40 139.65 132.87 6.78 5.0% 1.38 1.0% 36% False False 94,695
60 139.77 132.87 6.90 5.1% 1.26 0.9% 35% False False 63,183
80 139.77 132.87 6.90 5.1% 1.09 0.8% 35% False False 47,420
100 139.77 126.94 12.83 9.5% 0.87 0.6% 65% False False 37,949
Crabel Price Patterns
NR False
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 0.30
Fibonacci Retracements and Extensions
4.250 144.86
2.618 141.88
1.618 140.06
1.000 138.94
0.618 138.24
HIGH 137.12
0.618 136.42
0.500 136.21
0.382 136.00
LOW 135.30
0.618 134.18
1.000 133.48
1.618 132.36
2.618 130.54
4.250 127.57
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 136.21 135.83
PP 135.91 135.65
S1 135.60 135.48

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

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