Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 134.00 134.90 0.90 0.7% 133.39
High 134.00 135.54 1.54 1.1% 135.54
Low 134.00 134.90 0.90 0.7% 133.39
Close 134.30 135.54 1.24 0.9% 135.54
Range 0.00 0.64 0.64 2.15
ATR 0.61 0.66 0.04 7.3% 0.00
Volume 2 39 37 1,850.0% 42
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 137.25 137.03 135.89
R3 136.61 136.39 135.72
R2 135.97 135.97 135.66
R1 135.75 135.75 135.60 135.86
PP 135.33 135.33 135.33 135.38
S1 135.11 135.11 135.48 135.22
S2 134.69 134.69 135.42
S3 134.05 134.47 135.36
S4 133.41 133.83 135.19
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 141.27 140.56 136.72
R3 139.12 138.41 136.13
R2 136.97 136.97 135.93
R1 136.26 136.26 135.74 136.62
PP 134.82 134.82 134.82 135.00
S1 134.11 134.11 135.34 134.47
S2 132.67 132.67 135.15
S3 130.52 131.96 134.95
S4 128.37 129.81 134.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.54 133.39 2.15 1.6% 0.13 0.1% 100% True False 8
10 135.54 133.39 2.15 1.6% 0.08 0.1% 100% True False 6
20 135.54 131.41 4.13 3.0% 0.04 0.0% 100% True False 24
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 0.00
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 138.26
2.618 137.22
1.618 136.58
1.000 136.18
0.618 135.94
HIGH 135.54
0.618 135.30
0.500 135.22
0.382 135.14
LOW 134.90
0.618 134.50
1.000 134.26
1.618 133.86
2.618 133.22
4.250 132.18
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 135.43 135.21
PP 135.33 134.88
S1 135.22 134.55

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

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