Euro Bund Future September 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 136.05 135.28 -0.77 -0.6% 134.20
High 136.08 135.86 -0.22 -0.2% 136.20
Low 135.31 135.28 -0.03 0.0% 133.97
Close 135.31 135.86 0.55 0.4% 135.97
Range 0.77 0.58 -0.19 -24.7% 2.23
ATR 0.58 0.58 0.00 -0.1% 0.00
Volume 31 15 -16 -51.6% 1,384
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 137.41 137.21 136.18
R3 136.83 136.63 136.02
R2 136.25 136.25 135.97
R1 136.05 136.05 135.91 136.15
PP 135.67 135.67 135.67 135.72
S1 135.47 135.47 135.81 135.57
S2 135.09 135.09 135.75
S3 134.51 134.89 135.70
S4 133.93 134.31 135.54
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 142.07 141.25 137.20
R3 139.84 139.02 136.58
R2 137.61 137.61 136.38
R1 136.79 136.79 136.17 137.20
PP 135.38 135.38 135.38 135.59
S1 134.56 134.56 135.77 134.97
S2 133.15 133.15 135.56
S3 130.92 132.33 135.36
S4 128.69 130.10 134.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.20 133.97 2.23 1.6% 0.56 0.4% 85% False False 253
10 136.20 133.95 2.25 1.7% 0.55 0.4% 85% False False 180
20 137.89 133.95 3.94 2.9% 0.37 0.3% 48% False False 115
40 138.26 133.95 4.31 3.2% 0.18 0.1% 44% False False 91
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.33
2.618 137.38
1.618 136.80
1.000 136.44
0.618 136.22
HIGH 135.86
0.618 135.64
0.500 135.57
0.382 135.50
LOW 135.28
0.618 134.92
1.000 134.70
1.618 134.34
2.618 133.76
4.250 132.82
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 135.76 135.82
PP 135.67 135.78
S1 135.57 135.74

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

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