Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 137.84 138.25 0.41 0.3% 138.67
High 138.25 138.58 0.33 0.2% 139.14
Low 137.60 137.88 0.28 0.2% 135.82
Close 137.96 137.96 0.00 0.0% 137.08
Range 0.65 0.70 0.05 7.7% 3.32
ATR 0.96 0.94 -0.02 -1.9% 0.00
Volume 65 19 -46 -70.8% 1,569
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 140.24 139.80 138.35
R3 139.54 139.10 138.15
R2 138.84 138.84 138.09
R1 138.40 138.40 138.02 138.27
PP 138.14 138.14 138.14 138.08
S1 137.70 137.70 137.90 137.57
S2 137.44 137.44 137.83
S3 136.74 137.00 137.77
S4 136.04 136.30 137.58
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
5 138.58 135.82 2.76 2.0% 0.95 0.7% 78% True False 189
10 139.14 135.70 3.44 2.5% 1.00 0.7% 66% False False 227
20 139.14 133.39 5.75 4.2% 0.62 0.5% 79% False False 132
40 139.14 128.05 11.09 8.0% 0.31 0.2% 89% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.56
2.618 140.41
1.618 139.71
1.000 139.28
0.618 139.01
HIGH 138.58
0.618 138.31
0.500 138.23
0.382 138.15
LOW 137.88
0.618 137.45
1.000 137.18
1.618 136.75
2.618 136.05
4.250 134.91
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 138.23 137.81
PP 138.14 137.66
S1 138.05 137.51

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

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