Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 137.00 137.50 0.50 0.4% 136.05
High 137.06 137.50 0.44 0.3% 137.06
Low 136.65 136.34 -0.31 -0.2% 135.28
Close 137.06 137.00 -0.06 0.0% 137.06
Range 0.41 1.16 0.75 182.9% 1.78
ATR 0.58 0.62 0.04 7.2% 0.00
Volume 122 542 420 344.3% 319
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 140.43 139.87 137.64
R3 139.27 138.71 137.32
R2 138.11 138.11 137.21
R1 137.55 137.55 137.11 137.25
PP 136.95 136.95 136.95 136.80
S1 136.39 136.39 136.89 136.09
S2 135.79 135.79 136.79
S3 134.63 135.23 136.68
S4 133.47 134.07 136.36
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 141.81 141.21 138.04
R3 140.03 139.43 137.55
R2 138.25 138.25 137.39
R1 137.65 137.65 137.22 137.95
PP 136.47 136.47 136.47 136.62
S1 135.87 135.87 136.90 136.17
S2 134.69 134.69 136.73
S3 132.91 134.09 136.57
S4 131.13 132.31 136.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.50 135.28 2.22 1.6% 0.67 0.5% 77% True False 166
10 137.50 133.97 3.53 2.6% 0.59 0.4% 86% True False 223
20 137.50 133.95 3.55 2.6% 0.50 0.4% 86% True False 144
40 138.26 133.95 4.31 3.1% 0.25 0.2% 71% False False 104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 142.43
2.618 140.54
1.618 139.38
1.000 138.66
0.618 138.22
HIGH 137.50
0.618 137.06
0.500 136.92
0.382 136.78
LOW 136.34
0.618 135.62
1.000 135.18
1.618 134.46
2.618 133.30
4.250 131.41
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 136.97 136.97
PP 136.95 136.95
S1 136.92 136.92

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

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