Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 137.00 137.35 0.35 0.3% 137.33
High 137.85 137.62 -0.23 -0.2% 139.33
Low 136.91 136.98 0.07 0.1% 136.39
Close 137.34 137.41 0.07 0.1% 136.65
Range 0.94 0.64 -0.30 -31.9% 2.94
ATR 1.43 1.37 -0.06 -3.9% 0.00
Volume 8,135 6,496 -1,639 -20.1% 30,696
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 139.26 138.97 137.76
R3 138.62 138.33 137.59
R2 137.98 137.98 137.53
R1 137.69 137.69 137.47 137.84
PP 137.34 137.34 137.34 137.41
S1 137.05 137.05 137.35 137.20
S2 136.70 136.70 137.29
S3 136.06 136.41 137.23
S4 135.42 135.77 137.06
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 146.28 144.40 138.27
R3 143.34 141.46 137.46
R2 140.40 140.40 137.19
R1 138.52 138.52 136.92 137.99
PP 137.46 137.46 137.46 137.19
S1 135.58 135.58 136.38 135.05
S2 134.52 134.52 136.11
S3 131.58 132.64 135.84
S4 128.64 129.70 135.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.15 136.39 2.76 2.0% 1.15 0.8% 37% False False 7,485
10 139.65 136.39 3.26 2.4% 1.27 0.9% 31% False False 5,338
20 139.65 133.08 6.57 4.8% 1.35 1.0% 66% False False 3,001
40 139.65 133.08 6.57 4.8% 1.24 0.9% 66% False False 1,591
60 139.77 133.08 6.69 4.9% 1.12 0.8% 65% False False 1,114
80 139.77 130.79 8.98 6.5% 0.84 0.6% 74% False False 844
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 140.34
2.618 139.30
1.618 138.66
1.000 138.26
0.618 138.02
HIGH 137.62
0.618 137.38
0.500 137.30
0.382 137.22
LOW 136.98
0.618 136.58
1.000 136.34
1.618 135.94
2.618 135.30
4.250 134.26
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 137.37 137.35
PP 137.34 137.29
S1 137.30 137.23

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

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