Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 138.65 138.23 -0.42 -0.3% 135.22
High 138.69 138.36 -0.33 -0.2% 138.86
Low 138.08 137.39 -0.69 -0.5% 135.22
Close 138.40 137.60 -0.80 -0.6% 138.60
Range 0.61 0.97 0.36 59.0% 3.64
ATR 1.33 1.31 -0.02 -1.7% 0.00
Volume 235,554 297,757 62,203 26.4% 2,199,351
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.69 140.12 138.13
R3 139.72 139.15 137.87
R2 138.75 138.75 137.78
R1 138.18 138.18 137.69 137.98
PP 137.78 137.78 137.78 137.69
S1 137.21 137.21 137.51 137.01
S2 136.81 136.81 137.42
S3 135.84 136.24 137.33
S4 134.87 135.27 137.07
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 148.48 147.18 140.60
R3 144.84 143.54 139.60
R2 141.20 141.20 139.27
R1 139.90 139.90 138.93 140.55
PP 137.56 137.56 137.56 137.89
S1 136.26 136.26 138.27 136.91
S2 133.92 133.92 137.93
S3 130.28 132.62 137.60
S4 126.64 128.98 136.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.86 136.61 2.25 1.6% 1.02 0.7% 44% False False 369,706
10 138.86 134.54 4.32 3.1% 1.30 0.9% 71% False False 478,397
20 138.86 132.87 5.99 4.4% 1.36 1.0% 79% False False 322,969
40 139.65 132.87 6.78 4.9% 1.35 1.0% 70% False False 162,985
60 139.65 132.87 6.78 4.9% 1.28 0.9% 70% False False 108,717
80 139.77 132.87 6.90 5.0% 1.18 0.9% 69% False False 81,578
100 139.77 130.79 8.98 6.5% 0.95 0.7% 76% False False 65,269
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.48
2.618 140.90
1.618 139.93
1.000 139.33
0.618 138.96
HIGH 138.36
0.618 137.99
0.500 137.88
0.382 137.76
LOW 137.39
0.618 136.79
1.000 136.42
1.618 135.82
2.618 134.85
4.250 133.27
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 137.88 138.13
PP 137.78 137.95
S1 137.69 137.78

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

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