Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 138.23 137.51 -0.72 -0.5% 135.22
High 138.36 138.08 -0.28 -0.2% 138.86
Low 137.39 136.69 -0.70 -0.5% 135.22
Close 137.60 137.66 0.06 0.0% 138.60
Range 0.97 1.39 0.42 43.3% 3.64
ATR 1.31 1.32 0.01 0.4% 0.00
Volume 297,757 401,389 103,632 34.8% 2,199,351
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 141.65 141.04 138.42
R3 140.26 139.65 138.04
R2 138.87 138.87 137.91
R1 138.26 138.26 137.79 138.57
PP 137.48 137.48 137.48 137.63
S1 136.87 136.87 137.53 137.18
S2 136.09 136.09 137.41
S3 134.70 135.48 137.28
S4 133.31 134.09 136.90
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
5 138.86 136.69 2.17 1.6% 1.00 0.7% 45% False True 348,960
10 138.86 135.18 3.68 2.7% 1.27 0.9% 67% False False 431,929
20 138.86 132.87 5.99 4.4% 1.30 0.9% 80% False False 342,356
40 139.65 132.87 6.78 4.9% 1.36 1.0% 71% False False 173,013
60 139.65 132.87 6.78 4.9% 1.28 0.9% 71% False False 115,406
80 139.77 132.87 6.90 5.0% 1.20 0.9% 69% False False 86,595
100 139.77 131.36 8.41 6.1% 0.96 0.7% 75% False False 69,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 143.99
2.618 141.72
1.618 140.33
1.000 139.47
0.618 138.94
HIGH 138.08
0.618 137.55
0.500 137.39
0.382 137.22
LOW 136.69
0.618 135.83
1.000 135.30
1.618 134.44
2.618 133.05
4.250 130.78
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 137.57 137.69
PP 137.48 137.68
S1 137.39 137.67

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

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