Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 138.19 138.45 0.26 0.2% 138.65
High 138.50 138.96 0.46 0.3% 138.69
Low 137.74 138.13 0.39 0.3% 136.69
Close 138.29 138.65 0.36 0.3% 137.56
Range 0.76 0.83 0.07 9.2% 2.00
ATR 1.18 1.15 -0.02 -2.1% 0.00
Volume 132,136 164,146 32,010 24.2% 1,289,489
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 141.07 140.69 139.11
R3 140.24 139.86 138.88
R2 139.41 139.41 138.80
R1 139.03 139.03 138.73 139.22
PP 138.58 138.58 138.58 138.68
S1 138.20 138.20 138.57 138.39
S2 137.75 137.75 138.50
S3 136.92 137.37 138.42
S4 136.09 136.54 138.19
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
5 138.96 137.15 1.81 1.3% 0.79 0.6% 83% True False 148,361
10 138.96 136.69 2.27 1.6% 0.90 0.6% 86% True False 248,660
20 138.96 133.50 5.46 3.9% 1.18 0.8% 94% True False 371,862
40 139.65 132.87 6.78 4.9% 1.26 0.9% 85% False False 191,468
60 139.65 132.87 6.78 4.9% 1.26 0.9% 85% False False 127,762
80 139.77 132.87 6.90 5.0% 1.21 0.9% 84% False False 95,858
100 139.77 131.93 7.84 5.7% 1.00 0.7% 86% False False 76,698
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.49
2.618 141.13
1.618 140.30
1.000 139.79
0.618 139.47
HIGH 138.96
0.618 138.64
0.500 138.55
0.382 138.45
LOW 138.13
0.618 137.62
1.000 137.30
1.618 136.79
2.618 135.96
4.250 134.60
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 138.62 138.51
PP 138.58 138.37
S1 138.55 138.23

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

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