Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 137.77 137.58 -0.19 -0.1% 138.65
High 137.90 137.94 0.04 0.0% 138.69
Low 137.15 137.45 0.30 0.2% 136.69
Close 137.83 137.56 -0.27 -0.2% 137.56
Range 0.75 0.49 -0.26 -34.7% 2.00
ATR 1.27 1.22 -0.06 -4.4% 0.00
Volume 255,056 99,733 -155,323 -60.9% 1,289,489
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 139.12 138.83 137.83
R3 138.63 138.34 137.69
R2 138.14 138.14 137.65
R1 137.85 137.85 137.60 137.75
PP 137.65 137.65 137.65 137.60
S1 137.36 137.36 137.52 137.26
S2 137.16 137.16 137.47
S3 136.67 136.87 137.43
S4 136.18 136.38 137.29
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.65 142.60 138.66
R3 141.65 140.60 138.11
R2 139.65 139.65 137.93
R1 138.60 138.60 137.74 138.13
PP 137.65 137.65 137.65 137.41
S1 136.60 136.60 137.38 136.13
S2 135.65 135.65 137.19
S3 133.65 134.60 137.01
S4 131.65 132.60 136.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.69 136.69 2.00 1.5% 0.84 0.6% 44% False False 257,897
10 138.86 135.22 3.64 2.6% 1.03 0.7% 64% False False 348,884
20 138.86 132.87 5.99 4.4% 1.23 0.9% 78% False False 358,647
40 139.65 132.87 6.78 4.9% 1.32 1.0% 69% False False 181,866
60 139.65 132.87 6.78 4.9% 1.27 0.9% 69% False False 121,319
80 139.77 132.87 6.90 5.0% 1.21 0.9% 68% False False 91,029
100 139.77 131.41 8.36 6.1% 0.97 0.7% 74% False False 72,828
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 140.02
2.618 139.22
1.618 138.73
1.000 138.43
0.618 138.24
HIGH 137.94
0.618 137.75
0.500 137.70
0.382 137.64
LOW 137.45
0.618 137.15
1.000 136.96
1.618 136.66
2.618 136.17
4.250 135.37
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 137.70 137.50
PP 137.65 137.44
S1 137.61 137.39

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

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