Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 135.56 135.51 -0.05 0.0% 138.60
High 136.04 135.89 -0.15 -0.1% 139.06
Low 135.27 135.45 0.18 0.1% 135.27
Close 135.37 135.67 0.30 0.2% 135.68
Range 0.77 0.44 -0.33 -42.9% 3.79
ATR 0.81 0.79 -0.02 -2.6% 0.00
Volume 651,201 662,451 11,250 1.7% 3,806,144
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 136.99 136.77 135.91
R3 136.55 136.33 135.79
R2 136.11 136.11 135.75
R1 135.89 135.89 135.71 136.00
PP 135.67 135.67 135.67 135.73
S1 135.45 135.45 135.63 135.56
S2 135.23 135.23 135.59
S3 134.79 135.01 135.55
S4 134.35 134.57 135.43
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
5 137.85 135.27 2.58 1.9% 0.88 0.7% 16% False False 806,845
10 139.06 135.27 3.79 2.8% 0.74 0.5% 11% False False 743,033
20 139.06 135.27 3.79 2.8% 0.75 0.6% 11% False False 454,481
40 139.06 135.22 3.84 2.8% 0.77 0.6% 12% False False 228,729
60 139.06 135.22 3.84 2.8% 0.73 0.5% 12% False False 152,611
80 139.06 133.03 6.03 4.4% 0.69 0.5% 44% False False 114,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 137.76
2.618 137.04
1.618 136.60
1.000 136.33
0.618 136.16
HIGH 135.89
0.618 135.72
0.500 135.67
0.382 135.62
LOW 135.45
0.618 135.18
1.000 135.01
1.618 134.74
2.618 134.30
4.250 133.58
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 135.67 135.92
PP 135.67 135.83
S1 135.67 135.75

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

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