Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 05-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 05-Sep-2011 Change Change % Previous Week
Open 134.90 136.00 1.10 0.8% 133.39
High 135.54 137.00 1.46 1.1% 135.54
Low 134.90 136.00 1.10 0.8% 133.39
Close 135.54 136.92 1.38 1.0% 135.54
Range 0.64 1.00 0.36 56.3% 2.15
ATR 0.66 0.71 0.06 8.7% 0.00
Volume 39 14 -25 -64.1% 42
Daily Pivots for day following 05-Sep-2011
Classic Woodie Camarilla DeMark
R4 139.64 139.28 137.47
R3 138.64 138.28 137.20
R2 137.64 137.64 137.10
R1 137.28 137.28 137.01 137.46
PP 136.64 136.64 136.64 136.73
S1 136.28 136.28 136.83 136.46
S2 135.64 135.64 136.74
S3 134.64 135.28 136.65
S4 133.64 134.28 136.37
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
5 137.00 133.56 3.44 2.5% 0.33 0.2% 98% True False 11
10 137.00 133.39 3.61 2.6% 0.18 0.1% 98% True False 5
20 137.00 131.41 5.59 4.1% 0.09 0.1% 99% True False 22
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 37 trading days
Fibonacci Retracements and Extensions
4.250 141.25
2.618 139.62
1.618 138.62
1.000 138.00
0.618 137.62
HIGH 137.00
0.618 136.62
0.500 136.50
0.382 136.38
LOW 136.00
0.618 135.38
1.000 135.00
1.618 134.38
2.618 133.38
4.250 131.75
Fisher Pivots for day following 05-Sep-2011
Pivot 1 day 3 day
R1 136.78 136.45
PP 136.64 135.97
S1 136.50 135.50

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

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