Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 139.93 139.85 -0.08 -0.1% 137.88
High 140.28 140.03 -0.25 -0.2% 139.18
Low 139.48 139.13 -0.35 -0.3% 137.70
Close 139.80 139.30 -0.50 -0.4% 139.03
Range 0.80 0.90 0.10 12.5% 1.48
ATR 0.91 0.91 0.00 -0.1% 0.00
Volume 910,214 794,213 -116,001 -12.7% 2,471,376
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 142.19 141.64 139.80
R3 141.29 140.74 139.55
R2 140.39 140.39 139.47
R1 139.84 139.84 139.38 139.67
PP 139.49 139.49 139.49 139.40
S1 138.94 138.94 139.22 138.77
S2 138.59 138.59 139.14
S3 137.69 138.04 139.05
S4 136.79 137.14 138.81
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
5 140.28 138.81 1.47 1.1% 0.78 0.6% 33% False False 744,886
10 140.28 137.70 2.58 1.9% 0.81 0.6% 62% False False 708,459
20 140.28 136.93 3.35 2.4% 0.91 0.7% 71% False False 705,374
40 140.28 136.93 3.35 2.4% 0.89 0.6% 71% False False 671,042
60 140.28 134.15 6.13 4.4% 0.96 0.7% 84% False False 568,080
80 140.28 132.87 7.41 5.3% 1.06 0.8% 87% False False 438,519
100 140.28 132.87 7.41 5.3% 1.10 0.8% 87% False False 350,899
120 140.28 132.87 7.41 5.3% 1.10 0.8% 87% False False 292,437
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 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143.86
2.618 142.39
1.618 141.49
1.000 140.93
0.618 140.59
HIGH 140.03
0.618 139.69
0.500 139.58
0.382 139.47
LOW 139.13
0.618 138.57
1.000 138.23
1.618 137.67
2.618 136.77
4.250 135.31
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 139.58 139.71
PP 139.49 139.57
S1 139.39 139.44

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

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