Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 137.88 138.44 0.56 0.4% 137.46
High 138.43 138.58 0.15 0.1% 138.58
Low 137.73 138.02 0.29 0.2% 136.59
Close 138.27 138.02 -0.25 -0.2% 138.02
Range 0.70 0.56 -0.14 -20.0% 1.99
ATR 0.84 0.82 -0.02 -2.4% 0.00
Volume 666,929 622,930 -43,999 -6.6% 3,391,856
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.89 139.51 138.33
R3 139.33 138.95 138.17
R2 138.77 138.77 138.12
R1 138.39 138.39 138.07 138.30
PP 138.21 138.21 138.21 138.16
S1 137.83 137.83 137.97 137.74
S2 137.65 137.65 137.92
S3 137.09 137.27 137.87
S4 136.53 136.71 137.71
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 143.70 142.85 139.11
R3 141.71 140.86 138.57
R2 139.72 139.72 138.38
R1 138.87 138.87 138.20 139.30
PP 137.73 137.73 137.73 137.94
S1 136.88 136.88 137.84 137.31
S2 135.74 135.74 137.66
S3 133.75 134.89 137.47
S4 131.76 132.90 136.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.58 136.59 1.99 1.4% 0.82 0.6% 72% True False 678,371
10 138.58 135.27 3.31 2.4% 0.83 0.6% 83% True False 727,410
20 139.06 135.27 3.79 2.7% 0.79 0.6% 73% False False 730,484
40 139.06 135.22 3.84 2.8% 0.79 0.6% 73% False False 377,473
60 139.06 135.22 3.84 2.8% 0.77 0.6% 73% False False 251,947
80 139.06 133.50 5.56 4.0% 0.75 0.5% 81% False False 188,972
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.18
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 140.96
2.618 140.05
1.618 139.49
1.000 139.14
0.618 138.93
HIGH 138.58
0.618 138.37
0.500 138.30
0.382 138.23
LOW 138.02
0.618 137.67
1.000 137.46
1.618 137.11
2.618 136.55
4.250 135.64
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 138.30 137.96
PP 138.21 137.91
S1 138.11 137.85

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

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