Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 137.05 136.69 -0.36 -0.3% 138.67
High 137.05 137.20 0.15 0.1% 139.14
Low 135.82 136.44 0.62 0.5% 135.82
Close 136.33 137.08 0.75 0.6% 137.08
Range 1.23 0.76 -0.47 -38.2% 3.32
ATR 0.95 0.94 -0.01 -0.6% 0.00
Volume 561 128 -433 -77.2% 1,569
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 139.19 138.89 137.50
R3 138.43 138.13 137.29
R2 137.67 137.67 137.22
R1 137.37 137.37 137.15 137.52
PP 136.91 136.91 136.91 136.98
S1 136.61 136.61 137.01 136.76
S2 136.15 136.15 136.94
S3 135.39 135.85 136.87
S4 134.63 135.09 136.66
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 147.31 145.51 138.91
R3 143.99 142.19 137.99
R2 140.67 140.67 137.69
R1 138.87 138.87 137.38 138.11
PP 137.35 137.35 137.35 136.97
S1 135.55 135.55 136.78 134.79
S2 134.03 134.03 136.47
S3 130.71 132.23 136.17
S4 127.39 128.91 135.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.14 135.82 3.32 2.4% 1.01 0.7% 38% False False 313
10 139.14 135.70 3.44 2.5% 1.03 0.8% 40% False False 252
20 139.14 133.39 5.75 4.2% 0.56 0.4% 64% False False 129
40 139.14 126.94 12.20 8.9% 0.28 0.2% 83% False False 97
Crabel Price Patterns
NR True
NR4 True
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 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140.43
2.618 139.19
1.618 138.43
1.000 137.96
0.618 137.67
HIGH 137.20
0.618 136.91
0.500 136.82
0.382 136.73
LOW 136.44
0.618 135.97
1.000 135.68
1.618 135.21
2.618 134.45
4.250 133.21
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 136.99 137.11
PP 136.91 137.10
S1 136.82 137.09

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

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