Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 134.10 133.81 -0.29 -0.2% 137.00
High 134.48 134.35 -0.13 -0.1% 137.93
Low 133.26 132.87 -0.39 -0.3% 134.09
Close 133.81 133.28 -0.53 -0.4% 134.10
Range 1.22 1.48 0.26 21.3% 3.84
ATR 1.43 1.44 0.00 0.2% 0.00
Volume 22,668 40,454 17,786 78.5% 57,251
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 137.94 137.09 134.09
R3 136.46 135.61 133.69
R2 134.98 134.98 133.55
R1 134.13 134.13 133.42 133.82
PP 133.50 133.50 133.50 133.34
S1 132.65 132.65 133.14 132.34
S2 132.02 132.02 133.01
S3 130.54 131.17 132.87
S4 129.06 129.69 132.47
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 146.89 144.34 136.21
R3 143.05 140.50 135.16
R2 139.21 139.21 134.80
R1 136.66 136.66 134.45 136.02
PP 135.37 135.37 135.37 135.05
S1 132.82 132.82 133.75 132.18
S2 131.53 131.53 133.40
S3 127.69 128.98 133.04
S4 123.85 125.14 131.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.93 132.87 5.06 3.8% 1.55 1.2% 8% False True 21,148
10 139.15 132.87 6.28 4.7% 1.35 1.0% 7% False True 14,316
20 139.65 132.87 6.78 5.1% 1.33 1.0% 6% False True 8,113
40 139.65 132.87 6.78 5.1% 1.31 1.0% 6% False True 4,228
60 139.77 132.87 6.90 5.2% 1.21 0.9% 6% False True 2,870
80 139.77 131.93 7.84 5.9% 0.94 0.7% 17% False False 2,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140.64
2.618 138.22
1.618 136.74
1.000 135.83
0.618 135.26
HIGH 134.35
0.618 133.78
0.500 133.61
0.382 133.44
LOW 132.87
0.618 131.96
1.000 131.39
1.618 130.48
2.618 129.00
4.250 126.58
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 133.61 134.13
PP 133.50 133.85
S1 133.39 133.56

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

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