Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 135.56 136.43 0.87 0.6% 138.60
High 136.51 137.26 0.75 0.5% 139.06
Low 135.30 136.32 1.02 0.8% 135.27
Close 136.33 136.99 0.66 0.5% 135.68
Range 1.21 0.94 -0.27 -22.3% 3.79
ATR 0.82 0.83 0.01 1.1% 0.00
Volume 878,136 897,214 19,078 2.2% 3,806,144
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.68 139.27 137.51
R3 138.74 138.33 137.25
R2 137.80 137.80 137.16
R1 137.39 137.39 137.08 137.60
PP 136.86 136.86 136.86 136.96
S1 136.45 136.45 136.90 136.66
S2 135.92 135.92 136.82
S3 134.98 135.51 136.73
S4 134.04 134.57 136.47
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
5 137.26 135.27 1.99 1.5% 0.93 0.7% 86% True False 801,575
10 139.06 135.27 3.79 2.8% 0.86 0.6% 45% False False 738,685
20 139.06 135.27 3.79 2.8% 0.77 0.6% 45% False False 541,768
40 139.06 135.22 3.84 2.8% 0.78 0.6% 46% False False 273,102
60 139.06 135.22 3.84 2.8% 0.75 0.5% 46% False False 182,200
80 139.06 133.50 5.56 4.1% 0.72 0.5% 63% False False 136,662
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.26
2.618 139.72
1.618 138.78
1.000 138.20
0.618 137.84
HIGH 137.26
0.618 136.90
0.500 136.79
0.382 136.68
LOW 136.32
0.618 135.74
1.000 135.38
1.618 134.80
2.618 133.86
4.250 132.33
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 136.92 136.75
PP 136.86 136.52
S1 136.79 136.28

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

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