Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
02-Jan-2012 03-Jan-2012 Change Change % Previous Week
Open 139.30 138.34 -0.96 -0.7% 137.97
High 139.32 138.48 -0.84 -0.6% 139.13
Low 138.09 137.79 -0.30 -0.2% 137.50
Close 138.23 138.29 0.06 0.0% 138.95
Range 1.23 0.69 -0.54 -43.9% 1.63
ATR 1.12 1.09 -0.03 -2.7% 0.00
Volume 90,765 377,228 286,463 315.6% 502,015
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 140.26 139.96 138.67
R3 139.57 139.27 138.48
R2 138.88 138.88 138.42
R1 138.58 138.58 138.35 138.39
PP 138.19 138.19 138.19 138.09
S1 137.89 137.89 138.23 137.70
S2 137.50 137.50 138.16
S3 136.81 137.20 138.10
S4 136.12 136.51 137.91
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.42 142.81 139.85
R3 141.79 141.18 139.40
R2 140.16 140.16 139.25
R1 139.55 139.55 139.10 139.86
PP 138.53 138.53 138.53 138.68
S1 137.92 137.92 138.80 138.23
S2 136.90 136.90 138.65
S3 135.27 136.29 138.50
S4 133.64 134.66 138.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.32 137.74 1.58 1.1% 0.81 0.6% 35% False False 175,854
10 139.32 136.69 2.63 1.9% 0.88 0.6% 61% False False 202,394
20 139.32 134.15 5.17 3.7% 1.09 0.8% 80% False False 362,155
40 139.65 132.87 6.78 4.9% 1.22 0.9% 80% False False 205,995
60 139.65 132.87 6.78 4.9% 1.24 0.9% 80% False False 137,470
80 139.77 132.87 6.90 5.0% 1.20 0.9% 79% False False 103,134
100 139.77 132.11 7.66 5.5% 1.02 0.7% 81% False False 82,527
120 139.77 125.69 14.08 10.2% 0.85 0.6% 89% False False 68,784
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.41
2.618 140.29
1.618 139.60
1.000 139.17
0.618 138.91
HIGH 138.48
0.618 138.22
0.500 138.14
0.382 138.05
LOW 137.79
0.618 137.36
1.000 137.10
1.618 136.67
2.618 135.98
4.250 134.86
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 138.24 138.56
PP 138.19 138.47
S1 138.14 138.38

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

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