Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 138.99 139.12 0.13 0.1% 137.88
High 139.17 139.95 0.78 0.6% 139.18
Low 138.81 138.81 0.00 0.0% 137.70
Close 139.03 139.62 0.59 0.4% 139.03
Range 0.36 1.14 0.78 216.7% 1.48
ATR 0.92 0.94 0.02 1.7% 0.00
Volume 484,150 810,936 326,786 67.5% 2,471,376
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 142.88 142.39 140.25
R3 141.74 141.25 139.93
R2 140.60 140.60 139.83
R1 140.11 140.11 139.72 140.36
PP 139.46 139.46 139.46 139.58
S1 138.97 138.97 139.52 139.22
S2 138.32 138.32 139.41
S3 137.18 137.83 139.31
S4 136.04 136.69 138.99
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 143.08 142.53 139.84
R3 141.60 141.05 139.44
R2 140.12 140.12 139.30
R1 139.57 139.57 139.17 139.85
PP 138.64 138.64 138.64 138.77
S1 138.09 138.09 138.89 138.37
S2 137.16 137.16 138.76
S3 135.68 136.61 138.62
S4 134.20 135.13 138.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.95 137.70 2.25 1.6% 0.81 0.6% 85% True False 656,462
10 139.95 137.64 2.31 1.7% 0.85 0.6% 86% True False 664,522
20 139.95 136.93 3.02 2.2% 0.91 0.7% 89% True False 679,984
40 140.23 136.93 3.30 2.4% 0.89 0.6% 82% False False 624,883
60 140.23 133.50 6.73 4.8% 0.99 0.7% 91% False False 540,543
80 140.23 132.87 7.36 5.3% 1.08 0.8% 92% False False 408,176
100 140.23 132.87 7.36 5.3% 1.12 0.8% 92% False False 326,611
120 140.23 132.87 7.36 5.3% 1.11 0.8% 92% False False 272,200
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.80
2.618 142.93
1.618 141.79
1.000 141.09
0.618 140.65
HIGH 139.95
0.618 139.51
0.500 139.38
0.382 139.25
LOW 138.81
0.618 138.11
1.000 137.67
1.618 136.97
2.618 135.83
4.250 133.97
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 139.54 139.49
PP 139.46 139.36
S1 139.38 139.23

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

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