Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 137.88 137.85 -0.03 0.0% 138.09
High 138.30 139.02 0.72 0.5% 139.59
Low 137.70 137.72 0.02 0.0% 137.64
Close 137.96 138.86 0.90 0.7% 138.50
Range 0.60 1.30 0.70 116.7% 1.95
ATR 0.97 0.99 0.02 2.5% 0.00
Volume 622,466 712,555 90,089 14.5% 3,362,912
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.43 141.95 139.58
R3 141.13 140.65 139.22
R2 139.83 139.83 139.10
R1 139.35 139.35 138.98 139.59
PP 138.53 138.53 138.53 138.66
S1 138.05 138.05 138.74 138.29
S2 137.23 137.23 138.62
S3 135.93 136.75 138.50
S4 134.63 135.45 138.15
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% 0.94 0.7% 61% False False 688,193
10 139.59 136.93 2.66 1.9% 0.94 0.7% 73% False False 687,536
20 139.89 136.93 2.96 2.1% 0.95 0.7% 65% False False 687,466
40 140.23 136.93 3.30 2.4% 0.91 0.7% 58% False False 585,876
60 140.23 132.87 7.36 5.3% 1.02 0.7% 81% False False 510,133
80 140.23 132.87 7.36 5.3% 1.11 0.8% 81% False False 383,871
100 140.23 132.87 7.36 5.3% 1.13 0.8% 81% False False 307,142
120 140.23 132.87 7.36 5.3% 1.11 0.8% 81% False False 255,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 144.55
2.618 142.42
1.618 141.12
1.000 140.32
0.618 139.82
HIGH 139.02
0.618 138.52
0.500 138.37
0.382 138.22
LOW 137.72
0.618 136.92
1.000 136.42
1.618 135.62
2.618 134.32
4.250 132.20
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 138.70 138.69
PP 138.53 138.53
S1 138.37 138.36

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

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