Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 137.97 138.19 0.22 0.2% 138.65
High 138.62 138.50 -0.12 -0.1% 138.69
Low 137.50 137.74 0.24 0.2% 136.69
Close 137.88 138.29 0.41 0.3% 137.56
Range 1.12 0.76 -0.36 -32.1% 2.00
ATR 1.21 1.18 -0.03 -2.7% 0.00
Volume 90,735 132,136 41,401 45.6% 1,289,489
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.46 140.13 138.71
R3 139.70 139.37 138.50
R2 138.94 138.94 138.43
R1 138.61 138.61 138.36 138.78
PP 138.18 138.18 138.18 138.26
S1 137.85 137.85 138.22 138.02
S2 137.42 137.42 138.15
S3 136.66 137.09 138.08
S4 135.90 136.33 137.87
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.65 142.60 138.66
R3 141.65 140.60 138.11
R2 139.65 139.65 137.93
R1 138.60 138.60 137.74 138.13
PP 137.65 137.65 137.65 137.41
S1 136.60 136.60 137.38 136.13
S2 135.65 135.65 137.19
S3 133.65 134.60 137.01
S4 131.65 132.60 136.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.62 136.69 1.93 1.4% 0.90 0.7% 83% False False 195,809
10 138.86 136.61 2.25 1.6% 0.96 0.7% 75% False False 282,758
20 138.86 133.33 5.53 4.0% 1.19 0.9% 90% False False 366,635
40 139.65 132.87 6.78 4.9% 1.26 0.9% 80% False False 187,374
60 139.65 132.87 6.78 4.9% 1.27 0.9% 80% False False 125,030
80 139.77 132.87 6.90 5.0% 1.21 0.9% 79% False False 93,811
100 139.77 131.93 7.84 5.7% 0.99 0.7% 81% False False 75,056
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.73
2.618 140.49
1.618 139.73
1.000 139.26
0.618 138.97
HIGH 138.50
0.618 138.21
0.500 138.12
0.382 138.03
LOW 137.74
0.618 137.27
1.000 136.98
1.618 136.51
2.618 135.75
4.250 134.51
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 138.23 138.21
PP 138.18 138.12
S1 138.12 138.04

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

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