Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 135.50 136.00 0.50 0.4% 134.20
High 135.66 136.20 0.54 0.4% 136.20
Low 135.50 135.97 0.47 0.3% 133.97
Close 135.64 135.97 0.33 0.2% 135.97
Range 0.16 0.23 0.07 43.8% 2.23
ATR 0.57 0.57 0.00 -0.1% 0.00
Volume 11 215 204 1,854.5% 1,384
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 136.74 136.58 136.10
R3 136.51 136.35 136.03
R2 136.28 136.28 136.01
R1 136.12 136.12 135.99 136.09
PP 136.05 136.05 136.05 136.03
S1 135.89 135.89 135.95 135.86
S2 135.82 135.82 135.93
S3 135.59 135.66 135.91
S4 135.36 135.43 135.84
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 142.07 141.25 137.20
R3 139.84 139.02 136.58
R2 137.61 137.61 136.38
R1 136.79 136.79 136.17 137.20
PP 135.38 135.38 135.38 135.59
S1 134.56 134.56 135.77 134.97
S2 133.15 133.15 135.56
S3 130.92 132.33 135.36
S4 128.69 130.10 134.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.20 133.97 2.23 1.6% 0.39 0.3% 90% True False 276
10 137.42 133.95 3.47 2.6% 0.50 0.4% 58% False False 188
20 138.26 133.95 4.31 3.2% 0.30 0.2% 47% False False 118
40 138.26 133.95 4.31 3.2% 0.15 0.1% 47% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.18
2.618 136.80
1.618 136.57
1.000 136.43
0.618 136.34
HIGH 136.20
0.618 136.11
0.500 136.09
0.382 136.06
LOW 135.97
0.618 135.83
1.000 135.74
1.618 135.60
2.618 135.37
4.250 134.99
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 136.09 135.68
PP 136.05 135.38
S1 136.01 135.09

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

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