Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 138.34 138.20 -0.14 -0.1% 137.97
High 138.48 138.48 0.00 0.0% 139.13
Low 137.79 137.77 -0.02 0.0% 137.50
Close 138.29 137.93 -0.36 -0.3% 138.95
Range 0.69 0.71 0.02 2.9% 1.63
ATR 1.09 1.06 -0.03 -2.5% 0.00
Volume 377,228 565,221 187,993 49.8% 502,015
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 140.19 139.77 138.32
R3 139.48 139.06 138.13
R2 138.77 138.77 138.06
R1 138.35 138.35 138.00 138.21
PP 138.06 138.06 138.06 137.99
S1 137.64 137.64 137.86 137.50
S2 137.35 137.35 137.80
S3 136.64 136.93 137.73
S4 135.93 136.22 137.54
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
5 139.32 137.77 1.55 1.1% 0.80 0.6% 10% False True 262,471
10 139.32 136.69 2.63 1.9% 0.85 0.6% 47% False False 229,140
20 139.32 134.54 4.78 3.5% 1.07 0.8% 71% False False 353,769
40 139.65 132.87 6.78 4.9% 1.21 0.9% 75% False False 220,104
60 139.65 132.87 6.78 4.9% 1.25 0.9% 75% False False 146,887
80 139.77 132.87 6.90 5.0% 1.19 0.9% 73% False False 110,199
100 139.77 132.87 6.90 5.0% 1.03 0.7% 73% False False 88,179
120 139.77 125.69 14.08 10.2% 0.86 0.6% 87% False False 73,495
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.50
2.618 140.34
1.618 139.63
1.000 139.19
0.618 138.92
HIGH 138.48
0.618 138.21
0.500 138.13
0.382 138.04
LOW 137.77
0.618 137.33
1.000 137.06
1.618 136.62
2.618 135.91
4.250 134.75
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 138.13 138.55
PP 138.06 138.34
S1 138.00 138.14

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

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