Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 135.51 135.56 0.05 0.0% 138.60
High 135.89 136.51 0.62 0.5% 139.06
Low 135.45 135.30 -0.15 -0.1% 135.27
Close 135.67 136.33 0.66 0.5% 135.68
Range 0.44 1.21 0.77 175.0% 3.79
ATR 0.79 0.82 0.03 3.8% 0.00
Volume 662,451 878,136 215,685 32.6% 3,806,144
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.68 139.21 137.00
R3 138.47 138.00 136.66
R2 137.26 137.26 136.55
R1 136.79 136.79 136.44 137.03
PP 136.05 136.05 136.05 136.16
S1 135.58 135.58 136.22 135.82
S2 134.84 134.84 136.11
S3 133.63 134.37 136.00
S4 132.42 133.16 135.66
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 148.04 145.65 137.76
R3 144.25 141.86 136.72
R2 140.46 140.46 136.37
R1 138.07 138.07 136.03 137.37
PP 136.67 136.67 136.67 136.32
S1 134.28 134.28 135.33 133.58
S2 132.88 132.88 134.99
S3 129.09 130.49 134.64
S4 125.30 126.70 133.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.86 135.27 1.59 1.2% 0.86 0.6% 67% False False 793,122
10 139.06 135.27 3.79 2.8% 0.83 0.6% 28% False False 727,160
20 139.06 135.27 3.79 2.8% 0.75 0.6% 28% False False 498,249
40 139.06 135.22 3.84 2.8% 0.78 0.6% 29% False False 250,677
60 139.06 135.22 3.84 2.8% 0.75 0.6% 29% False False 167,247
80 139.06 133.03 6.03 4.4% 0.71 0.5% 55% False False 125,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.65
2.618 139.68
1.618 138.47
1.000 137.72
0.618 137.26
HIGH 136.51
0.618 136.05
0.500 135.91
0.382 135.76
LOW 135.30
0.618 134.55
1.000 134.09
1.618 133.34
2.618 132.13
4.250 130.16
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 136.19 136.18
PP 136.05 136.04
S1 135.91 135.89

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

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