Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 135.48 134.50 -0.98 -0.7% 134.10
High 135.48 135.18 -0.30 -0.2% 135.71
Low 134.13 134.15 0.02 0.0% 132.87
Close 134.54 135.03 0.49 0.4% 135.61
Range 1.35 1.03 -0.32 -23.7% 2.84
ATR 1.43 1.40 -0.03 -2.0% 0.00
Volume 517,674 732,945 215,271 41.6% 382,182
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 137.88 137.48 135.60
R3 136.85 136.45 135.31
R2 135.82 135.82 135.22
R1 135.42 135.42 135.12 135.62
PP 134.79 134.79 134.79 134.89
S1 134.39 134.39 134.94 134.59
S2 133.76 133.76 134.84
S3 132.73 133.36 134.75
S4 131.70 132.33 134.46
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.25 142.27 137.17
R3 140.41 139.43 136.39
R2 137.57 137.57 136.13
R1 136.59 136.59 135.87 137.08
PP 134.73 134.73 134.73 134.98
S1 133.75 133.75 135.35 134.24
S2 131.89 131.89 135.09
S3 129.05 130.91 134.83
S4 126.21 128.07 134.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.71 133.33 2.38 1.8% 1.28 0.9% 71% False False 313,935
10 137.93 132.87 5.06 3.7% 1.42 1.0% 43% False False 167,542
20 139.65 132.87 6.78 5.0% 1.34 1.0% 32% False False 86,440
40 139.65 132.87 6.78 5.0% 1.34 1.0% 32% False False 43,446
60 139.77 132.87 6.90 5.1% 1.23 0.9% 31% False False 29,009
80 139.77 132.87 6.90 5.1% 1.02 0.8% 31% False False 21,781
100 139.77 125.69 14.08 10.4% 0.82 0.6% 66% False False 17,440
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 139.56
2.618 137.88
1.618 136.85
1.000 136.21
0.618 135.82
HIGH 135.18
0.618 134.79
0.500 134.67
0.382 134.54
LOW 134.15
0.618 133.51
1.000 133.12
1.618 132.48
2.618 131.45
4.250 129.77
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 134.91 134.99
PP 134.79 134.96
S1 134.67 134.92

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

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