Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 136.76 138.18 1.42 1.0% 135.48
High 138.08 138.21 0.13 0.1% 137.12
Low 136.61 137.43 0.82 0.6% 134.13
Close 137.91 137.93 0.02 0.0% 135.30
Range 1.47 0.78 -0.69 -46.9% 2.99
ATR 1.45 1.40 -0.05 -3.3% 0.00
Volume 505,119 455,120 -49,999 -9.9% 3,301,932
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.20 139.84 138.36
R3 139.42 139.06 138.14
R2 138.64 138.64 138.07
R1 138.28 138.28 138.00 138.07
PP 137.86 137.86 137.86 137.75
S1 137.50 137.50 137.86 137.29
S2 137.08 137.08 137.79
S3 136.30 136.72 137.72
S4 135.52 135.94 137.50
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
5 138.21 135.22 2.99 2.2% 1.32 1.0% 91% True False 471,597
10 138.21 134.13 4.08 3.0% 1.36 1.0% 93% True False 527,780
20 138.21 132.87 5.34 3.9% 1.38 1.0% 95% True False 279,601
40 139.65 132.87 6.78 4.9% 1.37 1.0% 75% False False 140,782
60 139.77 132.87 6.90 5.0% 1.30 0.9% 73% False False 93,916
80 139.77 132.87 6.90 5.0% 1.15 0.8% 73% False False 70,474
100 139.77 129.04 10.73 7.8% 0.92 0.7% 83% False False 56,388
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 141.53
2.618 140.25
1.618 139.47
1.000 138.99
0.618 138.69
HIGH 138.21
0.618 137.91
0.500 137.82
0.382 137.73
LOW 137.43
0.618 136.95
1.000 136.65
1.618 136.17
2.618 135.39
4.250 134.12
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 137.89 137.65
PP 137.86 137.37
S1 137.82 137.09

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

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