Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 136.13 135.56 -0.57 -0.4% 137.16
High 136.29 136.04 -0.25 -0.2% 139.19
Low 135.02 135.17 0.15 0.1% 137.05
Close 135.66 135.71 0.05 0.0% 137.69
Range 1.27 0.87 -0.40 -31.5% 2.14
ATR 1.30 1.27 -0.03 -2.4% 0.00
Volume 1,043,762 783,663 -260,099 -24.9% 4,108,088
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 138.25 137.85 136.19
R3 137.38 136.98 135.95
R2 136.51 136.51 135.87
R1 136.11 136.11 135.79 136.31
PP 135.64 135.64 135.64 135.74
S1 135.24 135.24 135.63 135.44
S2 134.77 134.77 135.55
S3 133.90 134.37 135.47
S4 133.03 133.50 135.23
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% 17% False False 965,192
10 139.19 135.02 4.17 3.1% 1.10 0.8% 17% False False 891,254
20 139.19 132.64 6.55 4.8% 1.21 0.9% 47% False False 845,162
40 139.19 129.19 10.00 7.4% 1.28 0.9% 65% False False 428,162
60 139.19 124.60 14.59 10.8% 1.14 0.8% 76% False False 285,513
80 139.19 123.96 15.23 11.2% 0.98 0.7% 77% False False 214,157
100 139.19 122.93 16.26 12.0% 0.79 0.6% 79% False False 171,361
120 139.19 119.36 19.83 14.6% 0.66 0.5% 82% False False 142,866
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 0.27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139.74
2.618 138.32
1.618 137.45
1.000 136.91
0.618 136.58
HIGH 136.04
0.618 135.71
0.500 135.61
0.382 135.50
LOW 135.17
0.618 134.63
1.000 134.30
1.618 133.76
2.618 132.89
4.250 131.47
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 135.68 135.89
PP 135.64 135.83
S1 135.61 135.77

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

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