Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 135.22 136.62 1.40 1.0% 135.48
High 136.83 136.91 0.08 0.1% 137.12
Low 135.22 135.97 0.75 0.6% 134.13
Close 136.63 136.90 0.27 0.2% 135.30
Range 1.61 0.94 -0.67 -41.6% 2.99
ATR 1.48 1.44 -0.04 -2.6% 0.00
Volume 425,761 458,369 32,608 7.7% 3,301,932
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 139.41 139.10 137.42
R3 138.47 138.16 137.16
R2 137.53 137.53 137.07
R1 137.22 137.22 136.99 137.38
PP 136.59 136.59 136.59 136.67
S1 136.28 136.28 136.81 136.44
S2 135.65 135.65 136.73
S3 134.71 135.34 136.64
S4 133.77 134.40 136.38
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
5 137.12 134.54 2.58 1.9% 1.57 1.1% 91% False False 587,088
10 137.12 133.33 3.79 2.8% 1.43 1.0% 94% False False 450,512
20 139.15 132.87 6.28 4.6% 1.39 1.0% 64% False False 232,414
40 139.65 132.87 6.78 5.0% 1.37 1.0% 59% False False 116,782
60 139.77 132.87 6.90 5.0% 1.28 0.9% 58% False False 77,917
80 139.77 132.87 6.90 5.0% 1.12 0.8% 58% False False 58,471
100 139.77 128.05 11.72 8.6% 0.90 0.7% 76% False False 46,786
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 140.91
2.618 139.37
1.618 138.43
1.000 137.85
0.618 137.49
HIGH 136.91
0.618 136.55
0.500 136.44
0.382 136.33
LOW 135.97
0.618 135.39
1.000 135.03
1.618 134.45
2.618 133.51
4.250 131.98
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 136.75 136.66
PP 136.59 136.41
S1 136.44 136.17

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

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