Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 133.81 133.61 -0.20 -0.1% 137.00
High 134.47 135.24 0.77 0.6% 137.93
Low 133.33 133.50 0.17 0.1% 134.09
Close 133.77 134.92 1.15 0.9% 134.10
Range 1.14 1.74 0.60 52.6% 3.84
ATR 1.42 1.44 0.02 1.6% 0.00
Volume 59,606 127,953 68,347 114.7% 57,251
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 139.77 139.09 135.88
R3 138.03 137.35 135.40
R2 136.29 136.29 135.24
R1 135.61 135.61 135.08 135.95
PP 134.55 134.55 134.55 134.73
S1 133.87 133.87 134.76 134.21
S2 132.81 132.81 134.60
S3 131.07 132.13 134.44
S4 129.33 130.39 133.96
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
5 135.39 132.87 2.52 1.9% 1.38 1.0% 81% False False 53,071
10 138.07 132.87 5.20 3.9% 1.39 1.0% 39% False False 31,423
20 139.65 132.87 6.78 5.0% 1.34 1.0% 30% False False 17,438
40 139.65 132.87 6.78 5.0% 1.31 1.0% 30% False False 8,901
60 139.77 132.87 6.90 5.1% 1.22 0.9% 30% False False 5,986
80 139.77 131.93 7.84 5.8% 0.98 0.7% 38% False False 4,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 142.64
2.618 139.80
1.618 138.06
1.000 136.98
0.618 136.32
HIGH 135.24
0.618 134.58
0.500 134.37
0.382 134.16
LOW 133.50
0.618 132.42
1.000 131.76
1.618 130.68
2.618 128.94
4.250 126.11
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 134.74 134.63
PP 134.55 134.34
S1 134.37 134.06

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

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