Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	133.76	133.91	0.15	0.1%	133.68
High	134.14	135.08	0.94	0.7%	134.99
Low	133.76	133.85	0.09	0.1%	133.03
Close	134.12	134.80	0.68	0.5%	134.99
Range	0.38	1.23	0.85	223.7%	1.96
ATR
Volume	7	8	1	14.3%	195

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.27	137.76	135.48
R3	137.04	136.53	135.14
R2	135.81	135.81	135.03
R1	135.30	135.30	134.91	135.56
PP	134.58	134.58	134.58	134.70
S1	134.07	134.07	134.69	134.33
S2	133.35	133.35	134.57
S3	132.12	132.84	134.46
S4	130.89	131.61	134.12

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.22	139.56	136.07
R3	138.26	137.60	135.53
R2	136.30	136.30	135.35
R1	135.64	135.64	135.17	135.97
PP	134.34	134.34	134.34	134.50
S1	133.68	133.68	134.81	134.01
S2	132.38	132.38	134.63
S3	130.42	131.72	134.45
S4	128.46	129.76	133.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.08	133.76	1.32	1.0%	0.34	0.3%	79%	True	False	31
10	135.08	133.03	2.05	1.5%	0.21	0.2%	86%	True	False	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	140.31
2.618	138.30
1.618	137.07
1.000	136.31
0.618	135.84
HIGH	135.08
0.618	134.61
0.500	134.47
0.382	134.32
LOW	133.85
0.618	133.09
1.000	132.62
1.618	131.86
2.618	130.63
4.250	128.62

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	134.69	134.67
PP	134.58	134.55
S1	134.47	134.42

Download as Excel Spreadsheet

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

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