Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 137.76 138.23 0.47 0.3% 137.34
High 138.44 138.66 0.22 0.2% 138.52
Low 137.68 138.00 0.32 0.2% 137.12
Close 138.35 138.15 -0.20 -0.1% 138.35
Range 0.76 0.66 -0.10 -13.2% 1.40
ATR 0.82 0.81 -0.01 -1.4% 0.00
Volume 176,774 452,446 275,672 155.9% 381,343
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.25 139.86 138.51
R3 139.59 139.20 138.33
R2 138.93 138.93 138.27
R1 138.54 138.54 138.21 138.41
PP 138.27 138.27 138.27 138.20
S1 137.88 137.88 138.09 137.75
S2 137.61 137.61 138.03
S3 136.95 137.22 137.97
S4 136.29 136.56 137.79
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
5 138.66 137.41 1.25 0.9% 0.75 0.5% 59% True False 159,291
10 138.66 136.04 2.62 1.9% 0.76 0.5% 81% True False 89,819
20 138.66 135.22 3.44 2.5% 0.80 0.6% 85% True False 46,965
40 138.66 135.22 3.44 2.5% 0.76 0.5% 85% True False 23,987
60 138.66 134.18 4.48 3.2% 0.71 0.5% 89% True False 16,008
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.17
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141.47
2.618 140.39
1.618 139.73
1.000 139.32
0.618 139.07
HIGH 138.66
0.618 138.41
0.500 138.33
0.382 138.25
LOW 138.00
0.618 137.59
1.000 137.34
1.618 136.93
2.618 136.27
4.250 135.20
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 138.33 138.11
PP 138.27 138.07
S1 138.21 138.04

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

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