Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 137.51 137.77 0.26 0.2% 135.22
High 138.08 137.90 -0.18 -0.1% 138.86
Low 136.69 137.15 0.46 0.3% 135.22
Close 137.66 137.83 0.17 0.1% 138.60
Range 1.39 0.75 -0.64 -46.0% 3.64
ATR 1.32 1.27 -0.04 -3.1% 0.00
Volume 401,389 255,056 -146,333 -36.5% 2,199,351
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 139.88 139.60 138.24
R3 139.13 138.85 138.04
R2 138.38 138.38 137.97
R1 138.10 138.10 137.90 138.24
PP 137.63 137.63 137.63 137.70
S1 137.35 137.35 137.76 137.49
S2 136.88 136.88 137.69
S3 136.13 136.60 137.62
S4 135.38 135.85 137.42
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
5 138.86 136.69 2.17 1.6% 1.00 0.7% 53% False False 308,947
10 138.86 135.22 3.64 2.6% 1.16 0.8% 72% False False 390,272
20 138.86 132.87 5.99 4.3% 1.27 0.9% 83% False False 354,394
40 139.65 132.87 6.78 4.9% 1.34 1.0% 73% False False 179,380
60 139.65 132.87 6.78 4.9% 1.28 0.9% 73% False False 119,657
80 139.77 132.87 6.90 5.0% 1.21 0.9% 72% False False 89,783
100 139.77 131.36 8.41 6.1% 0.97 0.7% 77% False False 71,831
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.09
2.618 139.86
1.618 139.11
1.000 138.65
0.618 138.36
HIGH 137.90
0.618 137.61
0.500 137.53
0.382 137.44
LOW 137.15
0.618 136.69
1.000 136.40
1.618 135.94
2.618 135.19
4.250 133.96
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 137.73 137.73
PP 137.63 137.63
S1 137.53 137.53

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

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