Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 137.77 138.65 0.88 0.6% 135.22
High 138.86 138.69 -0.17 -0.1% 138.86
Low 137.60 138.08 0.48 0.3% 135.22
Close 138.60 138.40 -0.20 -0.1% 138.60
Range 1.26 0.61 -0.65 -51.6% 3.64
ATR 1.39 1.33 -0.06 -4.0% 0.00
Volume 354,982 235,554 -119,428 -33.6% 2,199,351
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.22 139.92 138.74
R3 139.61 139.31 138.57
R2 139.00 139.00 138.51
R1 138.70 138.70 138.46 138.55
PP 138.39 138.39 138.39 138.31
S1 138.09 138.09 138.34 137.94
S2 137.78 137.78 138.29
S3 137.17 137.48 138.23
S4 136.56 136.87 138.06
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
5 138.86 135.97 2.89 2.1% 1.01 0.7% 84% False False 401,828
10 138.86 134.15 4.71 3.4% 1.30 0.9% 90% False False 521,916
20 138.86 132.87 5.99 4.3% 1.34 1.0% 92% False False 308,406
40 139.65 132.87 6.78 4.9% 1.36 1.0% 82% False False 155,544
60 139.65 132.87 6.78 4.9% 1.28 0.9% 82% False False 103,755
80 139.77 132.87 6.90 5.0% 1.17 0.8% 80% False False 77,856
100 139.77 130.76 9.01 6.5% 0.94 0.7% 85% False False 62,294
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 0.19
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 141.28
2.618 140.29
1.618 139.68
1.000 139.30
0.618 139.07
HIGH 138.69
0.618 138.46
0.500 138.39
0.382 138.31
LOW 138.08
0.618 137.70
1.000 137.47
1.618 137.09
2.618 136.48
4.250 135.49
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 138.40 138.32
PP 138.39 138.23
S1 138.39 138.15

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

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