Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 138.60 138.68 0.08 0.1% 138.23
High 139.06 138.77 -0.29 -0.2% 138.78
Low 138.50 137.75 -0.75 -0.5% 138.00
Close 138.87 137.85 -1.02 -0.7% 138.48
Range 0.56 1.02 0.46 82.1% 0.78
ATR 0.72 0.75 0.03 4.0% 0.00
Volume 430,284 655,283 224,999 52.3% 3,529,434
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 141.18 140.54 138.41
R3 140.16 139.52 138.13
R2 139.14 139.14 138.04
R1 138.50 138.50 137.94 138.31
PP 138.12 138.12 138.12 138.03
S1 137.48 137.48 137.76 137.29
S2 137.10 137.10 137.66
S3 136.08 136.46 137.57
S4 135.06 135.44 137.29
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.76 140.40 138.91
R3 139.98 139.62 138.69
R2 139.20 139.20 138.62
R1 138.84 138.84 138.55 139.02
PP 138.42 138.42 138.42 138.51
S1 138.06 138.06 138.41 138.24
S2 137.64 137.64 138.34
S3 136.86 137.28 138.27
S4 136.08 136.50 138.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.06 137.75 1.31 1.0% 0.60 0.4% 8% False True 679,220
10 139.06 137.41 1.65 1.2% 0.67 0.5% 27% False False 492,538
20 139.06 136.04 3.02 2.2% 0.70 0.5% 60% False False 254,232
40 139.06 135.22 3.84 2.8% 0.76 0.5% 68% False False 127,968
60 139.06 135.09 3.97 2.9% 0.71 0.5% 70% False False 85,381
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 0.13
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 143.11
2.618 141.44
1.618 140.42
1.000 139.79
0.618 139.40
HIGH 138.77
0.618 138.38
0.500 138.26
0.382 138.14
LOW 137.75
0.618 137.12
1.000 136.73
1.618 136.10
2.618 135.08
4.250 133.42
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 138.26 138.41
PP 138.12 138.22
S1 137.99 138.04

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

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