Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 138.76 138.99 0.23 0.2% 137.88
High 139.18 139.17 -0.01 0.0% 139.18
Low 138.51 138.81 0.30 0.2% 137.70
Close 139.04 139.03 -0.01 0.0% 139.03
Range 0.67 0.36 -0.31 -46.3% 1.48
ATR 0.97 0.92 -0.04 -4.5% 0.00
Volume 652,205 484,150 -168,055 -25.8% 2,471,376
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 140.08 139.92 139.23
R3 139.72 139.56 139.13
R2 139.36 139.36 139.10
R1 139.20 139.20 139.06 139.28
PP 139.00 139.00 139.00 139.05
S1 138.84 138.84 139.00 138.92
S2 138.64 138.64 138.96
S3 138.28 138.48 138.93
S4 137.92 138.12 138.83
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 143.08 142.53 139.84
R3 141.60 141.05 139.44
R2 140.12 140.12 139.30
R1 139.57 139.57 139.17 139.85
PP 138.64 138.64 138.64 138.77
S1 138.09 138.09 138.89 138.37
S2 137.16 137.16 138.76
S3 135.68 136.61 138.62
S4 134.20 135.13 138.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.18 137.70 1.48 1.1% 0.72 0.5% 90% False False 604,560
10 139.59 137.23 2.36 1.7% 0.89 0.6% 76% False False 655,617
20 139.89 136.93 2.96 2.1% 0.89 0.6% 71% False False 671,299
40 140.23 136.93 3.30 2.4% 0.89 0.6% 64% False False 608,714
60 140.23 133.33 6.90 5.0% 0.99 0.7% 83% False False 528,021
80 140.23 132.87 7.36 5.3% 1.07 0.8% 84% False False 398,044
100 140.23 132.87 7.36 5.3% 1.12 0.8% 84% False False 318,504
120 140.23 132.87 7.36 5.3% 1.10 0.8% 84% False False 265,445
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 123 trading days
Fibonacci Retracements and Extensions
4.250 140.70
2.618 140.11
1.618 139.75
1.000 139.53
0.618 139.39
HIGH 139.17
0.618 139.03
0.500 138.99
0.382 138.95
LOW 138.81
0.618 138.59
1.000 138.45
1.618 138.23
2.618 137.87
4.250 137.28
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 139.02 138.84
PP 139.00 138.64
S1 138.99 138.45

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

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