Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 138.48 138.46 -0.02 0.0% 138.23
High 138.64 138.58 -0.06 0.0% 138.78
Low 138.03 138.14 0.11 0.1% 138.00
Close 138.46 138.48 0.02 0.0% 138.48
Range 0.61 0.44 -0.17 -27.9% 0.78
ATR 0.75 0.73 -0.02 -3.0% 0.00
Volume 781,961 491,712 -290,249 -37.1% 3,529,434
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.72 139.54 138.72
R3 139.28 139.10 138.60
R2 138.84 138.84 138.56
R1 138.66 138.66 138.52 138.75
PP 138.40 138.40 138.40 138.45
S1 138.22 138.22 138.44 138.31
S2 137.96 137.96 138.40
S3 137.52 137.78 138.36
S4 137.08 137.34 138.24
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.76 140.40 138.91
R3 139.98 139.62 138.69
R2 139.20 139.20 138.62
R1 138.84 138.84 138.55 139.02
PP 138.42 138.42 138.42 138.51
S1 138.06 138.06 138.41 138.24
S2 137.64 137.64 138.34
S3 136.86 137.28 138.27
S4 136.08 136.50 138.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.78 138.00 0.78 0.6% 0.53 0.4% 62% False False 705,886
10 138.78 137.12 1.66 1.2% 0.69 0.5% 82% False False 391,077
20 138.78 135.94 2.84 2.1% 0.70 0.5% 89% False False 200,445
40 138.78 135.22 3.56 2.6% 0.74 0.5% 92% False False 100,846
60 138.78 135.09 3.69 2.7% 0.70 0.5% 92% False False 67,289
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.45
2.618 139.73
1.618 139.29
1.000 139.02
0.618 138.85
HIGH 138.58
0.618 138.41
0.500 138.36
0.382 138.31
LOW 138.14
0.618 137.87
1.000 137.70
1.618 137.43
2.618 136.99
4.250 136.27
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 138.44 138.46
PP 138.40 138.43
S1 138.36 138.41

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

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