Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 138.46 138.60 0.14 0.1% 138.23
High 138.58 139.06 0.48 0.3% 138.78
Low 138.14 138.50 0.36 0.3% 138.00
Close 138.48 138.87 0.39 0.3% 138.48
Range 0.44 0.56 0.12 27.3% 0.78
ATR 0.73 0.72 -0.01 -1.5% 0.00
Volume 491,712 430,284 -61,428 -12.5% 3,529,434
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 140.49 140.24 139.18
R3 139.93 139.68 139.02
R2 139.37 139.37 138.97
R1 139.12 139.12 138.92 139.25
PP 138.81 138.81 138.81 138.87
S1 138.56 138.56 138.82 138.69
S2 138.25 138.25 138.77
S3 137.69 138.00 138.72
S4 137.13 137.44 138.56
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
5 139.06 138.03 1.03 0.7% 0.51 0.4% 82% True False 701,454
10 139.06 137.41 1.65 1.2% 0.63 0.5% 88% True False 430,373
20 139.06 136.04 3.02 2.2% 0.70 0.5% 94% True False 221,610
40 139.06 135.22 3.84 2.8% 0.75 0.5% 95% True False 111,602
60 139.06 135.09 3.97 2.9% 0.70 0.5% 95% True False 74,460
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.44
2.618 140.53
1.618 139.97
1.000 139.62
0.618 139.41
HIGH 139.06
0.618 138.85
0.500 138.78
0.382 138.71
LOW 138.50
0.618 138.15
1.000 137.94
1.618 137.59
2.618 137.03
4.250 136.12
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 138.84 138.76
PP 138.81 138.65
S1 138.78 138.55

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

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