Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 138.50 138.48 -0.02 0.0% 137.34
High 138.78 138.64 -0.14 -0.1% 138.52
Low 138.39 138.03 -0.36 -0.3% 137.12
Close 138.56 138.46 -0.10 -0.1% 138.35
Range 0.39 0.61 0.22 56.4% 1.40
ATR 0.77 0.75 -0.01 -1.4% 0.00
Volume 1,036,863 781,961 -254,902 -24.6% 381,343
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.21 139.94 138.80
R3 139.60 139.33 138.63
R2 138.99 138.99 138.57
R1 138.72 138.72 138.52 138.55
PP 138.38 138.38 138.38 138.29
S1 138.11 138.11 138.40 137.94
S2 137.77 137.77 138.35
S3 137.16 137.50 138.29
S4 136.55 136.89 138.12
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
5 138.78 137.68 1.10 0.8% 0.60 0.4% 71% False False 642,899
10 138.78 137.10 1.68 1.2% 0.67 0.5% 81% False False 344,851
20 138.78 135.80 2.98 2.2% 0.75 0.5% 89% False False 175,926
40 138.78 135.22 3.56 2.6% 0.75 0.5% 91% False False 88,560
60 138.78 135.09 3.69 2.7% 0.69 0.5% 91% False False 59,094
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.23
2.618 140.24
1.618 139.63
1.000 139.25
0.618 139.02
HIGH 138.64
0.618 138.41
0.500 138.34
0.382 138.26
LOW 138.03
0.618 137.65
1.000 137.42
1.618 137.04
2.618 136.43
4.250 135.44
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 138.42 138.44
PP 138.38 138.42
S1 138.34 138.41

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

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