Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	138.67	138.05	-0.62	-0.4%	136.00
High	138.82	139.14	0.32	0.2%	138.50
Low	138.41	137.92	-0.49	-0.4%	135.70
Close	138.55	138.10	-0.45	-0.3%	138.08
Range	0.41	1.22	0.81	197.6%	2.80
ATR	0.85	0.87	0.03	3.2%	0.00
Volume	681	24	-657	-96.5%	956

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.05	141.29	138.77
R3	140.83	140.07	138.44
R2	139.61	139.61	138.32
R1	138.85	138.85	138.21	139.23
PP	138.39	138.39	138.39	138.58
S1	137.63	137.63	137.99	138.01
S2	137.17	137.17	137.88
S3	135.95	136.41	137.76
S4	134.73	135.19	137.43

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	145.83	144.75	139.62
R3	143.03	141.95	138.85
R2	140.23	140.23	138.59
R1	139.15	139.15	138.34	139.69
PP	137.43	137.43	137.43	137.70
S1	136.35	136.35	137.82	136.89
S2	134.63	134.63	137.57
S3	131.83	133.55	137.31
S4	129.03	130.75	136.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.14	135.70	3.44	2.5%	1.06	0.8%	70%	True	False	265
10	139.14	133.56	5.58	4.0%	0.76	0.5%	81%	True	False	170
20	139.14	132.92	6.22	4.5%	0.39	0.3%	83%	True	False	98
40	139.14	125.69	13.45	9.7%	0.19	0.1%	92%	True	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.33
2.618	142.33
1.618	141.11
1.000	140.36
0.618	139.89
HIGH	139.14
0.618	138.67
0.500	138.53
0.382	138.39
LOW	137.92
0.618	137.17
1.000	136.70
1.618	135.95
2.618	134.73
4.250	132.74

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	138.53	138.10
PP	138.39	138.10
S1	138.24	138.10

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols