Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 134.18 134.28 0.10 0.1% 131.93
High 134.18 134.28 0.10 0.1% 134.75
Low 134.18 134.28 0.10 0.1% 131.93
Close 134.18 134.28 0.10 0.1% 134.31
Range
ATR 0.63 0.60 -0.04 -6.0% 0.00
Volume 20 0 -20 -100.0% 340
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 134.28 134.28 134.28
R3 134.28 134.28 134.28
R2 134.28 134.28 134.28
R1 134.28 134.28 134.28 134.28
PP 134.28 134.28 134.28 134.28
S1 134.28 134.28 134.28 134.28
S2 134.28 134.28 134.28
S3 134.28 134.28 134.28
S4 134.28 134.28 134.28
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 142.12 141.04 135.86
R3 139.30 138.22 135.09
R2 136.48 136.48 134.83
R1 135.40 135.40 134.57 135.94
PP 133.66 133.66 133.66 133.94
S1 132.58 132.58 134.05 133.12
S2 130.84 130.84 133.79
S3 128.02 129.76 133.53
S4 125.20 126.94 132.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.75 132.92 1.83 1.4% 0.00 0.0% 74% False False 52
10 134.75 131.93 2.82 2.1% 0.00 0.0% 83% False False 39
20 134.75 128.05 6.70 5.0% 0.00 0.0% 93% False False 46
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 134.28
2.618 134.28
1.618 134.28
1.000 134.28
0.618 134.28
HIGH 134.28
0.618 134.28
0.500 134.28
0.382 134.28
LOW 134.28
0.618 134.28
1.000 134.28
1.618 134.28
2.618 134.28
4.250 134.28
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 134.28 134.27
PP 134.28 134.26
S1 134.28 134.25

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

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