Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 138.25 138.50 0.25 0.2% 137.34
High 138.77 138.78 0.01 0.0% 138.52
Low 138.21 138.39 0.18 0.1% 137.12
Close 138.55 138.56 0.01 0.0% 138.35
Range 0.56 0.39 -0.17 -30.4% 1.40
ATR 0.79 0.77 -0.03 -3.6% 0.00
Volume 766,452 1,036,863 270,411 35.3% 381,343
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.75 139.54 138.77
R3 139.36 139.15 138.67
R2 138.97 138.97 138.63
R1 138.76 138.76 138.60 138.87
PP 138.58 138.58 138.58 138.63
S1 138.37 138.37 138.52 138.48
S2 138.19 138.19 138.49
S3 137.80 137.98 138.45
S4 137.41 137.59 138.35
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
5 138.78 137.41 1.37 1.0% 0.65 0.5% 84% True False 505,581
10 138.78 136.84 1.94 1.4% 0.68 0.5% 89% True False 269,338
20 138.78 135.22 3.56 2.6% 0.76 0.6% 94% True False 136,905
40 138.78 135.22 3.56 2.6% 0.75 0.5% 94% True False 69,065
60 138.78 135.09 3.69 2.7% 0.70 0.5% 94% True False 46,062
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 140.44
2.618 139.80
1.618 139.41
1.000 139.17
0.618 139.02
HIGH 138.78
0.618 138.63
0.500 138.59
0.382 138.54
LOW 138.39
0.618 138.15
1.000 138.00
1.618 137.76
2.618 137.37
4.250 136.73
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 138.59 138.50
PP 138.58 138.45
S1 138.57 138.39

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

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