Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 138.16 137.76 -0.40 -0.3% 137.34
High 138.30 138.44 0.14 0.1% 138.52
Low 137.41 137.68 0.27 0.2% 137.12
Close 137.58 138.35 0.77 0.6% 138.35
Range 0.89 0.76 -0.13 -14.6% 1.40
ATR 0.82 0.82 0.00 0.4% 0.00
Volume 95,371 176,774 81,403 85.4% 381,343
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.44 140.15 138.77
R3 139.68 139.39 138.56
R2 138.92 138.92 138.49
R1 138.63 138.63 138.42 138.78
PP 138.16 138.16 138.16 138.23
S1 137.87 137.87 138.28 138.02
S2 137.40 137.40 138.21
S3 136.64 137.11 138.14
S4 135.88 136.35 137.93
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 142.20 141.67 139.12
R3 140.80 140.27 138.74
R2 139.40 139.40 138.61
R1 138.87 138.87 138.48 139.14
PP 138.00 138.00 138.00 138.13
S1 137.47 137.47 138.22 137.74
S2 136.60 136.60 138.09
S3 135.20 136.07 137.97
S4 133.80 134.67 137.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.52 137.12 1.40 1.0% 0.84 0.6% 88% False False 76,268
10 138.52 136.04 2.48 1.8% 0.74 0.5% 93% False False 44,613
20 138.52 135.22 3.30 2.4% 0.80 0.6% 95% False False 24,462
40 138.52 135.22 3.30 2.4% 0.75 0.5% 95% False False 12,678
60 138.52 133.50 5.02 3.6% 0.73 0.5% 97% False False 8,469
Crabel Price Patterns
NR True
NR4 False
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.67
2.618 140.43
1.618 139.67
1.000 139.20
0.618 138.91
HIGH 138.44
0.618 138.15
0.500 138.06
0.382 137.97
LOW 137.68
0.618 137.21
1.000 136.92
1.618 136.45
2.618 135.69
4.250 134.45
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 138.25 138.22
PP 138.16 138.09
S1 138.06 137.97

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

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