Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 138.18 137.77 -0.41 -0.3% 135.22
High 138.21 138.86 0.65 0.5% 138.86
Low 137.43 137.60 0.17 0.1% 135.22
Close 137.93 138.60 0.67 0.5% 138.60
Range 0.78 1.26 0.48 61.5% 3.64
ATR 1.40 1.39 -0.01 -0.7% 0.00
Volume 455,120 354,982 -100,138 -22.0% 2,199,351
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 142.13 141.63 139.29
R3 140.87 140.37 138.95
R2 139.61 139.61 138.83
R1 139.11 139.11 138.72 139.36
PP 138.35 138.35 138.35 138.48
S1 137.85 137.85 138.48 138.10
S2 137.09 137.09 138.37
S3 135.83 136.59 138.25
S4 134.57 135.33 137.91
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 148.48 147.18 140.60
R3 144.84 143.54 139.60
R2 141.20 141.20 139.27
R1 139.90 139.90 138.93 140.55
PP 137.56 137.56 137.56 137.89
S1 136.26 136.26 138.27 136.91
S2 133.92 133.92 137.93
S3 130.28 132.62 137.60
S4 126.64 128.98 136.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.86 135.22 3.64 2.6% 1.21 0.9% 93% True False 439,870
10 138.86 134.13 4.73 3.4% 1.38 1.0% 95% True False 550,128
20 138.86 132.87 5.99 4.3% 1.36 1.0% 96% True False 297,035
40 139.65 132.87 6.78 4.9% 1.37 1.0% 85% False False 149,656
60 139.65 132.87 6.78 4.9% 1.29 0.9% 85% False False 99,831
80 139.77 132.87 6.90 5.0% 1.16 0.8% 83% False False 74,911
100 139.77 129.85 9.92 7.2% 0.93 0.7% 88% False False 59,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.22
2.618 142.16
1.618 140.90
1.000 140.12
0.618 139.64
HIGH 138.86
0.618 138.38
0.500 138.23
0.382 138.08
LOW 137.60
0.618 136.82
1.000 136.34
1.618 135.56
2.618 134.30
4.250 132.25
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 138.48 138.31
PP 138.35 138.02
S1 138.23 137.74

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

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