Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	132.08	131.41	-0.67	-0.5%	129.85
High	132.08	131.41	-0.67	-0.5%	131.79
Low	132.08	131.41	-0.67	-0.5%	129.85
Close	132.08	131.41	-0.67	-0.5%	131.36
Range
ATR	0.60	0.60	0.01	0.8%	0.00
Volume	50	0	-50	-100.0%	495

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.41	131.41	131.41
R3	131.41	131.41	131.41
R2	131.41	131.41	131.41
R1	131.41	131.41	131.41	131.41
PP	131.41	131.41	131.41	131.41
S1	131.41	131.41	131.41	131.41
S2	131.41	131.41	131.41
S3	131.41	131.41	131.41
S4	131.41	131.41	131.41

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.82	136.03	132.43
R3	134.88	134.09	131.89
R2	132.94	132.94	131.72
R1	132.15	132.15	131.54	132.55
PP	131.00	131.00	131.00	131.20
S1	130.21	130.21	131.18	130.61
S2	129.06	129.06	131.00
S3	127.12	128.27	130.83
S4	125.18	126.33	130.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.08	130.79	1.29	1.0%	0.00	0.0%	48%	False	False	68
10	132.08	128.05	4.03	3.1%	0.00	0.0%	83%	False	False	54

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	False
Stretch	0.00

Fibonacci Retracements and Extensions
4.250	131.41
2.618	131.41
1.618	131.41
1.000	131.41
0.618	131.41
HIGH	131.41
0.618	131.41
0.500	131.41
0.382	131.41
LOW	131.41
0.618	131.41
1.000	131.41
1.618	131.41
2.618	131.41
4.250	131.41

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	131.41	131.72
PP	131.41	131.62
S1	131.41	131.51

Download as Excel Spreadsheet

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

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