Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 138.45 138.86 0.41 0.3% 137.97
High 138.96 139.13 0.17 0.1% 139.13
Low 138.13 138.60 0.47 0.3% 137.50
Close 138.65 138.95 0.30 0.2% 138.95
Range 0.83 0.53 -0.30 -36.1% 1.63
ATR 1.15 1.11 -0.04 -3.9% 0.00
Volume 164,146 114,998 -49,148 -29.9% 502,015
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.48 140.25 139.24
R3 139.95 139.72 139.10
R2 139.42 139.42 139.05
R1 139.19 139.19 139.00 139.31
PP 138.89 138.89 138.89 138.95
S1 138.66 138.66 138.90 138.78
S2 138.36 138.36 138.85
S3 137.83 138.13 138.80
S4 137.30 137.60 138.66
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.42 142.81 139.85
R3 141.79 141.18 139.40
R2 140.16 140.16 139.25
R1 139.55 139.55 139.10 139.86
PP 138.53 138.53 138.53 138.68
S1 137.92 137.92 138.80 138.23
S2 136.90 136.90 138.65
S3 135.27 136.29 138.50
S4 133.64 134.66 138.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.13 137.45 1.68 1.2% 0.75 0.5% 89% True False 120,349
10 139.13 136.69 2.44 1.8% 0.87 0.6% 93% True False 214,648
20 139.13 134.13 5.00 3.6% 1.12 0.8% 96% True False 371,214
40 139.65 132.87 6.78 4.9% 1.23 0.9% 90% False False 194,326
60 139.65 132.87 6.78 4.9% 1.25 0.9% 90% False False 129,672
80 139.77 132.87 6.90 5.0% 1.20 0.9% 88% False False 97,293
100 139.77 131.93 7.84 5.6% 1.00 0.7% 90% False False 77,848
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.38
2.618 140.52
1.618 139.99
1.000 139.66
0.618 139.46
HIGH 139.13
0.618 138.93
0.500 138.87
0.382 138.80
LOW 138.60
0.618 138.27
1.000 138.07
1.618 137.74
2.618 137.21
4.250 136.35
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 138.92 138.78
PP 138.89 138.61
S1 138.87 138.44

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

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