Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 137.10 135.22 -1.88 -1.4% 135.48
High 137.12 136.83 -0.29 -0.2% 137.12
Low 135.30 135.22 -0.08 -0.1% 134.13
Close 135.30 136.63 1.33 1.0% 135.30
Range 1.82 1.61 -0.21 -11.5% 2.99
ATR 1.47 1.48 0.01 0.7% 0.00
Volume 513,619 425,761 -87,858 -17.1% 3,301,932
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 141.06 140.45 137.52
R3 139.45 138.84 137.07
R2 137.84 137.84 136.93
R1 137.23 137.23 136.78 137.54
PP 136.23 136.23 136.23 136.38
S1 135.62 135.62 136.48 135.93
S2 134.62 134.62 136.33
S3 133.01 134.01 136.19
S4 131.40 132.40 135.74
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 144.49 142.88 136.94
R3 141.50 139.89 136.12
R2 138.51 138.51 135.85
R1 136.90 136.90 135.57 136.21
PP 135.52 135.52 135.52 135.17
S1 133.91 133.91 135.03 133.22
S2 132.53 132.53 134.75
S3 129.54 130.92 134.48
S4 126.55 127.93 133.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.12 134.15 2.97 2.2% 1.59 1.2% 84% False False 642,003
10 137.12 132.87 4.25 3.1% 1.48 1.1% 88% False False 408,720
20 139.33 132.87 6.46 4.7% 1.39 1.0% 58% False False 209,713
40 139.65 132.87 6.78 5.0% 1.37 1.0% 55% False False 105,325
60 139.77 132.87 6.90 5.1% 1.28 0.9% 54% False False 70,278
80 139.77 132.87 6.90 5.1% 1.11 0.8% 54% False False 52,741
100 139.77 127.02 12.75 9.3% 0.89 0.6% 75% False False 42,202
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.67
2.618 141.04
1.618 139.43
1.000 138.44
0.618 137.82
HIGH 136.83
0.618 136.21
0.500 136.03
0.382 135.84
LOW 135.22
0.618 134.23
1.000 133.61
1.618 132.62
2.618 131.01
4.250 128.38
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 136.43 136.47
PP 136.23 136.31
S1 136.03 136.15

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

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