Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 137.46 136.85 -0.61 -0.4% 135.56
High 137.59 137.55 -0.04 0.0% 137.70
Low 136.59 136.63 0.04 0.0% 135.27
Close 136.74 137.52 0.78 0.6% 137.54
Range 1.00 0.92 -0.08 -8.0% 2.43
ATR 0.84 0.85 0.01 0.7% 0.00
Volume 680,174 728,980 48,806 7.2% 3,882,250
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.99 139.68 138.03
R3 139.07 138.76 137.77
R2 138.15 138.15 137.69
R1 137.84 137.84 137.60 138.00
PP 137.23 137.23 137.23 137.31
S1 136.92 136.92 137.44 137.08
S2 136.31 136.31 137.35
S3 135.39 136.00 137.27
S4 134.47 135.08 137.01
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 144.13 143.26 138.88
R3 141.70 140.83 138.21
R2 139.27 139.27 137.99
R1 138.40 138.40 137.76 138.84
PP 136.84 136.84 136.84 137.05
S1 135.97 135.97 137.32 136.41
S2 134.41 134.41 137.09
S3 131.98 133.54 136.87
S4 129.55 131.11 136.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.70 135.30 2.40 1.7% 0.98 0.7% 93% False False 795,550
10 137.85 135.27 2.58 1.9% 0.93 0.7% 87% False False 801,198
20 139.06 135.27 3.79 2.8% 0.80 0.6% 59% False False 646,868
40 139.06 135.22 3.84 2.8% 0.80 0.6% 60% False False 328,046
60 139.06 135.22 3.84 2.8% 0.77 0.6% 60% False False 218,905
80 139.06 133.50 5.56 4.0% 0.75 0.5% 72% False False 164,190
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.46
2.618 139.96
1.618 139.04
1.000 138.47
0.618 138.12
HIGH 137.55
0.618 137.20
0.500 137.09
0.382 136.98
LOW 136.63
0.618 136.06
1.000 135.71
1.618 135.14
2.618 134.22
4.250 132.72
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 137.38 137.40
PP 137.23 137.27
S1 137.09 137.15

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

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