Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 138.68 137.85 -0.83 -0.6% 138.23
High 138.77 137.85 -0.92 -0.7% 138.78
Low 137.75 136.53 -1.22 -0.9% 138.00
Close 137.85 136.72 -1.13 -0.8% 138.48
Range 1.02 1.32 0.30 29.4% 0.78
ATR 0.75 0.79 0.04 5.4% 0.00
Volume 655,283 946,755 291,472 44.5% 3,529,434
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.99 140.18 137.45
R3 139.67 138.86 137.08
R2 138.35 138.35 136.96
R1 137.54 137.54 136.84 137.29
PP 137.03 137.03 137.03 136.91
S1 136.22 136.22 136.60 135.97
S2 135.71 135.71 136.48
S3 134.39 134.90 136.36
S4 133.07 133.58 135.99
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
5 139.06 136.53 2.53 1.9% 0.79 0.6% 8% False True 661,199
10 139.06 136.53 2.53 1.9% 0.72 0.5% 8% False True 583,390
20 139.06 136.04 3.02 2.2% 0.72 0.5% 23% False False 300,877
40 139.06 135.22 3.84 2.8% 0.78 0.6% 39% False False 151,635
60 139.06 135.09 3.97 2.9% 0.72 0.5% 41% False False 101,160
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 0.11
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 143.46
2.618 141.31
1.618 139.99
1.000 139.17
0.618 138.67
HIGH 137.85
0.618 137.35
0.500 137.19
0.382 137.03
LOW 136.53
0.618 135.71
1.000 135.21
1.618 134.39
2.618 133.07
4.250 130.92
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 137.19 137.80
PP 137.03 137.44
S1 136.88 137.08

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

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