Euro Bund Future September 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 134.20 134.28 0.08 0.1% 137.42
High 134.30 134.34 0.04 0.0% 137.42
Low 134.12 134.01 -0.11 -0.1% 133.95
Close 134.12 134.16 0.04 0.0% 133.98
Range 0.18 0.33 0.15 83.3% 3.47
ATR 0.53 0.52 -0.01 -2.7% 0.00
Volume 11 152 141 1,281.8% 501
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 135.16 134.99 134.34
R3 134.83 134.66 134.25
R2 134.50 134.50 134.22
R1 134.33 134.33 134.19 134.25
PP 134.17 134.17 134.17 134.13
S1 134.00 134.00 134.13 133.92
S2 133.84 133.84 134.10
S3 133.51 133.67 134.07
S4 133.18 133.34 133.98
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
5 136.18 133.95 2.23 1.7% 0.54 0.4% 9% False False 108
10 137.42 133.95 3.47 2.6% 0.43 0.3% 6% False False 80
20 138.26 133.95 4.31 3.2% 0.23 0.2% 5% False False 78
40 138.26 133.95 4.31 3.2% 0.11 0.1% 5% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.74
2.618 135.20
1.618 134.87
1.000 134.67
0.618 134.54
HIGH 134.34
0.618 134.21
0.500 134.18
0.382 134.14
LOW 134.01
0.618 133.81
1.000 133.68
1.618 133.48
2.618 133.15
4.250 132.61
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 134.18 134.43
PP 134.17 134.34
S1 134.17 134.25

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

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