Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 136.39 135.56 -0.83 -0.6% 138.60
High 136.56 136.04 -0.52 -0.4% 139.06
Low 135.27 135.27 0.00 0.0% 135.27
Close 135.68 135.37 -0.31 -0.2% 135.68
Range 1.29 0.77 -0.52 -40.3% 3.79
ATR 0.81 0.81 0.00 -0.4% 0.00
Volume 918,877 651,201 -267,676 -29.1% 3,806,144
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 137.87 137.39 135.79
R3 137.10 136.62 135.58
R2 136.33 136.33 135.51
R1 135.85 135.85 135.44 135.71
PP 135.56 135.56 135.56 135.49
S1 135.08 135.08 135.30 134.94
S2 134.79 134.79 135.23
S3 134.02 134.31 135.16
S4 133.25 133.54 134.95
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
5 138.77 135.27 3.50 2.6% 1.00 0.7% 3% False True 805,412
10 139.06 135.27 3.79 2.8% 0.76 0.6% 3% False True 753,433
20 139.06 135.27 3.79 2.8% 0.76 0.6% 3% False True 421,626
40 139.06 135.22 3.84 2.8% 0.77 0.6% 4% False False 212,176
60 139.06 135.22 3.84 2.8% 0.73 0.5% 4% False False 141,570
80 139.06 133.03 6.03 4.5% 0.69 0.5% 39% False False 106,190
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.31
2.618 138.06
1.618 137.29
1.000 136.81
0.618 136.52
HIGH 136.04
0.618 135.75
0.500 135.66
0.382 135.56
LOW 135.27
0.618 134.79
1.000 134.50
1.618 134.02
2.618 133.25
4.250 132.00
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 135.66 136.07
PP 135.56 135.83
S1 135.47 135.60

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

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