Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 137.95 136.75 -1.20 -0.9% 137.16
High 138.39 136.75 -1.64 -1.2% 139.19
Low 136.85 135.53 -1.32 -1.0% 137.05
Close 136.92 135.96 -0.96 -0.7% 137.69
Range 1.54 1.22 -0.32 -20.8% 2.14
ATR 1.29 1.30 0.01 0.5% 0.00
Volume 942,431 1,159,098 216,667 23.0% 4,108,088
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 139.74 139.07 136.63
R3 138.52 137.85 136.30
R2 137.30 137.30 136.18
R1 136.63 136.63 136.07 136.36
PP 136.08 136.08 136.08 135.94
S1 135.41 135.41 135.85 135.14
S2 134.86 134.86 135.74
S3 133.64 134.19 135.62
S4 132.42 132.97 135.29
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 144.40 143.18 138.87
R3 142.26 141.04 138.28
R2 140.12 140.12 138.08
R1 138.90 138.90 137.89 139.51
PP 137.98 137.98 137.98 138.28
S1 136.76 136.76 137.49 137.37
S2 135.84 135.84 137.30
S3 133.70 134.62 137.10
S4 131.56 132.48 136.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.19 135.53 3.66 2.7% 1.22 0.9% 12% False True 963,464
10 139.19 135.12 4.07 3.0% 1.24 0.9% 21% False False 934,854
20 139.19 132.64 6.55 4.8% 1.21 0.9% 51% False False 758,942
40 139.19 129.19 10.00 7.4% 1.28 0.9% 68% False False 382,503
60 139.19 124.20 14.99 11.0% 1.13 0.8% 78% False False 255,058
80 139.19 123.28 15.91 11.7% 0.96 0.7% 80% False False 191,316
100 139.19 122.78 16.41 12.1% 0.77 0.6% 80% False False 153,089
120 139.19 118.80 20.39 15.0% 0.64 0.5% 84% False False 127,639
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 False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.94
2.618 139.94
1.618 138.72
1.000 137.97
0.618 137.50
HIGH 136.75
0.618 136.28
0.500 136.14
0.382 136.00
LOW 135.53
0.618 134.78
1.000 134.31
1.618 133.56
2.618 132.34
4.250 130.35
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 136.14 137.36
PP 136.08 136.89
S1 136.02 136.43

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

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