Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 137.42 137.20 -0.22 -0.2% 137.53
High 137.42 137.20 -0.22 -0.2% 137.53
Low 137.42 136.36 -1.06 -0.8% 136.76
Close 137.42 136.80 -0.62 -0.5% 137.03
Range 0.00 0.84 0.84 0.77
ATR 0.39 0.44 0.05 12.3% 0.00
Volume 46 76 30 65.2% 146
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.31 138.89 137.26
R3 138.47 138.05 137.03
R2 137.63 137.63 136.95
R1 137.21 137.21 136.88 137.00
PP 136.79 136.79 136.79 136.68
S1 136.37 136.37 136.72 136.16
S2 135.95 135.95 136.65
S3 135.11 135.53 136.57
S4 134.27 134.69 136.34
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 139.42 138.99 137.45
R3 138.65 138.22 137.24
R2 137.88 137.88 137.17
R1 137.45 137.45 137.10 137.28
PP 137.11 137.11 137.11 137.02
S1 136.68 136.68 136.96 136.51
S2 136.34 136.34 136.89
S3 135.57 135.91 136.82
S4 134.80 135.14 136.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.42 136.36 1.06 0.8% 0.33 0.2% 42% False True 53
10 137.89 136.36 1.53 1.1% 0.18 0.1% 29% False True 50
20 138.26 136.16 2.10 1.5% 0.09 0.1% 30% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 140.77
2.618 139.40
1.618 138.56
1.000 138.04
0.618 137.72
HIGH 137.20
0.618 136.88
0.500 136.78
0.382 136.68
LOW 136.36
0.618 135.84
1.000 135.52
1.618 135.00
2.618 134.16
4.250 132.79
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 136.79 136.89
PP 136.79 136.86
S1 136.78 136.83

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

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