Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 136.75 136.13 -0.62 -0.5% 137.16
High 136.75 136.29 -0.46 -0.3% 139.19
Low 135.53 135.02 -0.51 -0.4% 137.05
Close 135.96 135.66 -0.30 -0.2% 137.69
Range 1.22 1.27 0.05 4.1% 2.14
ATR 1.30 1.30 0.00 -0.2% 0.00
Volume 1,159,098 1,043,762 -115,336 -10.0% 4,108,088
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 139.47 138.83 136.36
R3 138.20 137.56 136.01
R2 136.93 136.93 135.89
R1 136.29 136.29 135.78 135.98
PP 135.66 135.66 135.66 135.50
S1 135.02 135.02 135.54 134.71
S2 134.39 134.39 135.43
S3 133.12 133.75 135.31
S4 131.85 132.48 134.96
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
5 139.19 135.02 4.17 3.1% 1.32 1.0% 15% False True 1,013,037
10 139.19 135.02 4.17 3.1% 1.19 0.9% 15% False True 924,328
20 139.19 132.64 6.55 4.8% 1.21 0.9% 46% False False 808,620
40 139.19 129.19 10.00 7.4% 1.29 0.9% 65% False False 408,581
60 139.19 124.48 14.71 10.8% 1.14 0.8% 76% False False 272,453
80 139.19 123.69 15.50 11.4% 0.97 0.7% 77% False False 204,362
100 139.19 122.78 16.41 12.1% 0.78 0.6% 78% False False 163,526
120 139.19 118.80 20.39 15.0% 0.65 0.5% 83% False False 136,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.69
2.618 139.61
1.618 138.34
1.000 137.56
0.618 137.07
HIGH 136.29
0.618 135.80
0.500 135.66
0.382 135.51
LOW 135.02
0.618 134.24
1.000 133.75
1.618 132.97
2.618 131.70
4.250 129.62
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 135.66 136.71
PP 135.66 136.36
S1 135.66 136.01

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

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