Euro Bund Future September 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 134.91 134.20 -0.71 -0.5% 137.42
High 134.91 134.30 -0.61 -0.5% 137.42
Low 133.95 134.12 0.17 0.1% 133.95
Close 133.98 134.12 0.14 0.1% 133.98
Range 0.96 0.18 -0.78 -81.3% 3.47
ATR 0.55 0.53 -0.02 -3.0% 0.00
Volume 189 11 -178 -94.2% 501
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 134.72 134.60 134.22
R3 134.54 134.42 134.17
R2 134.36 134.36 134.15
R1 134.24 134.24 134.14 134.21
PP 134.18 134.18 134.18 134.17
S1 134.06 134.06 134.10 134.03
S2 134.00 134.00 134.09
S3 133.82 133.88 134.07
S4 133.64 133.70 134.02
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 145.53 143.22 135.89
R3 142.06 139.75 134.93
R2 138.59 138.59 134.62
R1 136.28 136.28 134.30 135.70
PP 135.12 135.12 135.12 134.83
S1 132.81 132.81 133.66 132.23
S2 131.65 131.65 133.34
S3 128.18 129.34 133.03
S4 124.71 125.87 132.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.20 133.95 3.25 2.4% 0.64 0.5% 5% False False 93
10 137.42 133.95 3.47 2.6% 0.40 0.3% 5% False False 65
20 138.26 133.95 4.31 3.2% 0.21 0.2% 4% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.02
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135.07
2.618 134.77
1.618 134.59
1.000 134.48
0.618 134.41
HIGH 134.30
0.618 134.23
0.500 134.21
0.382 134.19
LOW 134.12
0.618 134.01
1.000 133.94
1.618 133.83
2.618 133.65
4.250 133.36
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 134.21 134.66
PP 134.18 134.48
S1 134.15 134.30

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

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