Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 139.12 139.61 0.49 0.4% 137.88
High 139.95 140.20 0.25 0.2% 139.18
Low 138.81 139.52 0.71 0.5% 137.70
Close 139.62 139.96 0.34 0.2% 139.03
Range 1.14 0.68 -0.46 -40.4% 1.48
ATR 0.94 0.92 -0.02 -2.0% 0.00
Volume 810,936 724,918 -86,018 -10.6% 2,471,376
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 141.93 141.63 140.33
R3 141.25 140.95 140.15
R2 140.57 140.57 140.08
R1 140.27 140.27 140.02 140.42
PP 139.89 139.89 139.89 139.97
S1 139.59 139.59 139.90 139.74
S2 139.21 139.21 139.84
S3 138.53 138.91 139.77
S4 137.85 138.23 139.59
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
5 140.20 137.72 2.48 1.8% 0.83 0.6% 90% True False 676,952
10 140.20 137.70 2.50 1.8% 0.84 0.6% 90% True False 685,109
20 140.20 136.93 3.27 2.3% 0.91 0.6% 93% True False 691,082
40 140.23 136.93 3.30 2.4% 0.90 0.6% 92% False False 640,131
60 140.23 134.13 6.10 4.4% 0.97 0.7% 96% False False 550,492
80 140.23 132.87 7.36 5.3% 1.06 0.8% 96% False False 417,229
100 140.23 132.87 7.36 5.3% 1.11 0.8% 96% False False 333,856
120 140.23 132.87 7.36 5.3% 1.10 0.8% 96% False False 278,239
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.09
2.618 141.98
1.618 141.30
1.000 140.88
0.618 140.62
HIGH 140.20
0.618 139.94
0.500 139.86
0.382 139.78
LOW 139.52
0.618 139.10
1.000 138.84
1.618 138.42
2.618 137.74
4.250 136.63
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 139.93 139.81
PP 139.89 139.66
S1 139.86 139.51

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

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