Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 138.79 137.88 -0.91 -0.7% 138.09
High 138.86 138.30 -0.56 -0.4% 139.59
Low 138.18 137.70 -0.48 -0.3% 137.64
Close 138.50 137.96 -0.54 -0.4% 138.50
Range 0.68 0.60 -0.08 -11.8% 1.95
ATR 0.98 0.97 -0.01 -1.3% 0.00
Volume 551,425 622,466 71,041 12.9% 3,362,912
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 139.79 139.47 138.29
R3 139.19 138.87 138.13
R2 138.59 138.59 138.07
R1 138.27 138.27 138.02 138.43
PP 137.99 137.99 137.99 138.07
S1 137.67 137.67 137.91 137.83
S2 137.39 137.39 137.85
S3 136.79 137.07 137.80
S4 136.19 136.47 137.63
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 144.43 143.41 139.57
R3 142.48 141.46 139.04
R2 140.53 140.53 138.86
R1 139.51 139.51 138.68 140.02
PP 138.58 138.58 138.58 138.83
S1 137.56 137.56 138.32 138.07
S2 136.63 136.63 138.14
S3 134.68 135.61 137.96
S4 132.73 133.66 137.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.59 137.70 1.89 1.4% 0.85 0.6% 14% False True 693,267
10 139.59 136.93 2.66 1.9% 0.94 0.7% 39% False False 697,482
20 139.89 136.93 2.96 2.1% 0.92 0.7% 35% False False 691,475
40 140.23 136.93 3.30 2.4% 0.89 0.6% 31% False False 570,556
60 140.23 132.87 7.36 5.3% 1.02 0.7% 69% False False 498,502
80 140.23 132.87 7.36 5.3% 1.11 0.8% 69% False False 374,968
100 140.23 132.87 7.36 5.3% 1.13 0.8% 69% False False 300,016
120 140.23 132.87 7.36 5.3% 1.10 0.8% 69% False False 250,041
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.20
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 140.85
2.618 139.87
1.618 139.27
1.000 138.90
0.618 138.67
HIGH 138.30
0.618 138.07
0.500 138.00
0.382 137.93
LOW 137.70
0.618 137.33
1.000 137.10
1.618 136.73
2.618 136.13
4.250 135.15
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 138.00 138.65
PP 137.99 138.42
S1 137.97 138.19

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

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