Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 137.00 137.46 0.46 0.3% 135.56
High 137.70 137.59 -0.11 -0.1% 137.70
Low 136.87 136.59 -0.28 -0.2% 135.27
Close 137.54 136.74 -0.80 -0.6% 137.54
Range 0.83 1.00 0.17 20.5% 2.43
ATR 0.83 0.84 0.01 1.5% 0.00
Volume 793,248 680,174 -113,074 -14.3% 3,882,250
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.97 139.36 137.29
R3 138.97 138.36 137.02
R2 137.97 137.97 136.92
R1 137.36 137.36 136.83 137.17
PP 136.97 136.97 136.97 136.88
S1 136.36 136.36 136.65 136.17
S2 135.97 135.97 136.56
S3 134.97 135.36 136.47
S4 133.97 134.36 136.19
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 144.13 143.26 138.88
R3 141.70 140.83 138.21
R2 139.27 139.27 137.99
R1 138.40 138.40 137.76 138.84
PP 136.84 136.84 136.84 137.05
S1 135.97 135.97 137.32 136.41
S2 134.41 134.41 137.09
S3 131.98 133.54 136.87
S4 129.55 131.11 136.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.70 135.30 2.40 1.8% 0.88 0.6% 60% False False 782,244
10 138.77 135.27 3.50 2.6% 0.94 0.7% 42% False False 793,828
20 139.06 135.27 3.79 2.8% 0.79 0.6% 39% False False 612,100
40 139.06 135.22 3.84 2.8% 0.80 0.6% 40% False False 309,925
60 139.06 135.22 3.84 2.8% 0.76 0.6% 40% False False 206,756
80 139.06 133.50 5.56 4.1% 0.74 0.5% 58% False False 155,078
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.84
2.618 140.21
1.618 139.21
1.000 138.59
0.618 138.21
HIGH 137.59
0.618 137.21
0.500 137.09
0.382 136.97
LOW 136.59
0.618 135.97
1.000 135.59
1.618 134.97
2.618 133.97
4.250 132.34
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 137.09 137.01
PP 136.97 136.92
S1 136.86 136.83

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

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