Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 136.35 136.39 0.04 0.0% 138.60
High 136.86 136.56 -0.30 -0.2% 139.06
Low 136.26 135.27 -0.99 -0.7% 135.27
Close 136.48 135.68 -0.80 -0.6% 135.68
Range 0.60 1.29 0.69 115.0% 3.79
ATR 0.78 0.81 0.04 4.7% 0.00
Volume 854,945 918,877 63,932 7.5% 3,806,144
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.71 138.98 136.39
R3 138.42 137.69 136.03
R2 137.13 137.13 135.92
R1 136.40 136.40 135.80 136.12
PP 135.84 135.84 135.84 135.70
S1 135.11 135.11 135.56 134.83
S2 134.55 134.55 135.44
S3 133.26 133.82 135.33
S4 131.97 132.53 134.97
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 148.04 145.65 137.76
R3 144.25 141.86 136.72
R2 140.46 140.46 136.37
R1 138.07 138.07 136.03 137.37
PP 136.67 136.67 136.67 136.32
S1 134.28 134.28 135.33 133.58
S2 132.88 132.88 134.99
S3 129.09 130.49 134.64
S4 125.30 126.70 133.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.06 135.27 3.79 2.8% 0.96 0.7% 11% False True 761,228
10 139.06 135.27 3.79 2.8% 0.75 0.5% 11% False True 733,557
20 139.06 135.27 3.79 2.8% 0.74 0.5% 11% False True 389,085
40 139.06 135.22 3.84 2.8% 0.78 0.6% 12% False False 195,926
60 139.06 135.22 3.84 2.8% 0.72 0.5% 12% False False 130,717
80 139.06 133.03 6.03 4.4% 0.68 0.5% 44% False False 98,050
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.04
2.618 139.94
1.618 138.65
1.000 137.85
0.618 137.36
HIGH 136.56
0.618 136.07
0.500 135.92
0.382 135.76
LOW 135.27
0.618 134.47
1.000 133.98
1.618 133.18
2.618 131.89
4.250 129.79
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 135.92 136.56
PP 135.84 136.27
S1 135.76 135.97

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

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