Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 138.97 139.20 0.23 0.2% 137.84
High 139.62 139.77 0.15 0.1% 139.77
Low 138.92 138.12 -0.80 -0.6% 137.60
Close 139.09 138.68 -0.41 -0.3% 138.68
Range 0.70 1.65 0.95 135.7% 2.17
ATR 0.95 1.00 0.05 5.2% 0.00
Volume 80 90 10 12.5% 493
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 143.81 142.89 139.59
R3 142.16 141.24 139.13
R2 140.51 140.51 138.98
R1 139.59 139.59 138.83 139.23
PP 138.86 138.86 138.86 138.67
S1 137.94 137.94 138.53 137.58
S2 137.21 137.21 138.38
S3 135.56 136.29 138.23
S4 133.91 134.64 137.77
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 145.19 144.11 139.87
R3 143.02 141.94 139.28
R2 140.85 140.85 139.08
R1 139.77 139.77 138.88 140.31
PP 138.68 138.68 138.68 138.96
S1 137.60 137.60 138.48 138.14
S2 136.51 136.51 138.28
S3 134.34 135.43 138.08
S4 132.17 133.26 137.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.77 137.60 2.17 1.6% 0.88 0.6% 50% True False 98
10 139.77 135.82 3.95 2.8% 0.95 0.7% 72% True False 206
20 139.77 133.39 6.38 4.6% 0.77 0.6% 83% True False 153
40 139.77 129.85 9.92 7.2% 0.39 0.3% 89% True False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 146.78
2.618 144.09
1.618 142.44
1.000 141.42
0.618 140.79
HIGH 139.77
0.618 139.14
0.500 138.95
0.382 138.75
LOW 138.12
0.618 137.10
1.000 136.47
1.618 135.45
2.618 133.80
4.250 131.11
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 138.95 138.74
PP 138.86 138.72
S1 138.77 138.70

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

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