Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 134.95 134.91 -0.04 0.0% 137.42
High 135.36 134.91 -0.45 -0.3% 137.42
Low 134.95 133.95 -1.00 -0.7% 133.95
Close 135.05 133.98 -1.07 -0.8% 133.98
Range 0.41 0.96 0.55 134.1% 3.47
ATR 0.50 0.55 0.04 8.5% 0.00
Volume 55 189 134 243.6% 501
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 137.16 136.53 134.51
R3 136.20 135.57 134.24
R2 135.24 135.24 134.16
R1 134.61 134.61 134.07 134.45
PP 134.28 134.28 134.28 134.20
S1 133.65 133.65 133.89 133.49
S2 133.32 133.32 133.80
S3 132.36 132.69 133.72
S4 131.40 131.73 133.45
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 145.53 143.22 135.89
R3 142.06 139.75 134.93
R2 138.59 138.59 134.62
R1 136.28 136.28 134.30 135.70
PP 135.12 135.12 135.12 134.83
S1 132.81 132.81 133.66 132.23
S2 131.65 131.65 133.34
S3 128.18 129.34 133.03
S4 124.71 125.87 132.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.42 133.95 3.47 2.6% 0.60 0.5% 1% False True 100
10 137.53 133.95 3.58 2.7% 0.38 0.3% 1% False True 64
20 138.26 133.95 4.31 3.2% 0.20 0.1% 1% False True 73
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 0.01
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 138.99
2.618 137.42
1.618 136.46
1.000 135.87
0.618 135.50
HIGH 134.91
0.618 134.54
0.500 134.43
0.382 134.32
LOW 133.95
0.618 133.36
1.000 132.99
1.618 132.40
2.618 131.44
4.250 129.87
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 134.43 135.07
PP 134.28 134.70
S1 134.13 134.34

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

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