Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 137.85 138.76 0.91 0.7% 138.09
High 139.02 139.18 0.16 0.1% 139.59
Low 137.72 138.51 0.79 0.6% 137.64
Close 138.86 139.04 0.18 0.1% 138.50
Range 1.30 0.67 -0.63 -48.5% 1.95
ATR 0.99 0.97 -0.02 -2.3% 0.00
Volume 712,555 652,205 -60,350 -8.5% 3,362,912
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.92 140.65 139.41
R3 140.25 139.98 139.22
R2 139.58 139.58 139.16
R1 139.31 139.31 139.10 139.45
PP 138.91 138.91 138.91 138.98
S1 138.64 138.64 138.98 138.78
S2 138.24 138.24 138.92
S3 137.57 137.97 138.86
S4 136.90 137.30 138.67
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% 0.84 0.6% 71% False False 672,032
10 139.59 136.93 2.66 1.9% 0.96 0.7% 79% False False 690,483
20 139.89 136.93 2.96 2.1% 0.92 0.7% 71% False False 682,317
40 140.23 136.93 3.30 2.4% 0.90 0.6% 64% False False 599,913
60 140.23 132.87 7.36 5.3% 1.01 0.7% 84% False False 520,626
80 140.23 132.87 7.36 5.3% 1.09 0.8% 84% False False 392,008
100 140.23 132.87 7.36 5.3% 1.12 0.8% 84% False False 313,663
120 140.23 132.87 7.36 5.3% 1.10 0.8% 84% False False 261,413
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 False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.03
2.618 140.93
1.618 140.26
1.000 139.85
0.618 139.59
HIGH 139.18
0.618 138.92
0.500 138.85
0.382 138.77
LOW 138.51
0.618 138.10
1.000 137.84
1.618 137.43
2.618 136.76
4.250 135.66
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 138.98 138.84
PP 138.91 138.64
S1 138.85 138.44

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

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