Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 135.65 136.88 1.23 0.9% 137.95
High 136.80 138.10 1.30 1.0% 138.39
Low 135.48 136.83 1.35 1.0% 135.02
Close 136.76 138.10 1.34 1.0% 136.76
Range 1.32 1.27 -0.05 -3.8% 3.37
ATR 1.27 1.28 0.00 0.4% 0.00
Volume 878,848 617,275 -261,573 -29.8% 4,807,802
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 141.49 141.06 138.80
R3 140.22 139.79 138.45
R2 138.95 138.95 138.33
R1 138.52 138.52 138.22 138.74
PP 137.68 137.68 137.68 137.78
S1 137.25 137.25 137.98 137.47
S2 136.41 136.41 137.87
S3 135.14 135.98 137.75
S4 133.87 134.71 137.40
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 146.83 145.17 138.61
R3 143.46 141.80 137.69
R2 140.09 140.09 137.38
R1 138.43 138.43 137.07 137.58
PP 136.72 136.72 136.72 136.30
S1 135.06 135.06 136.45 134.21
S2 133.35 133.35 136.14
S3 129.98 131.69 135.83
S4 126.61 128.32 134.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.10 135.02 3.08 2.2% 1.19 0.9% 100% True False 896,529
10 139.19 135.02 4.17 3.0% 1.18 0.9% 74% False False 894,750
20 139.19 135.02 4.17 3.0% 1.20 0.9% 74% False False 903,281
40 139.19 129.38 9.81 7.1% 1.22 0.9% 89% False False 465,538
60 139.19 125.22 13.97 10.1% 1.16 0.8% 92% False False 310,439
80 139.19 123.96 15.23 11.0% 1.00 0.7% 93% False False 232,857
100 139.19 122.93 16.26 11.8% 0.81 0.6% 93% False False 186,317
120 139.19 119.59 19.60 14.2% 0.68 0.5% 94% False False 155,330
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.50
2.618 141.42
1.618 140.15
1.000 139.37
0.618 138.88
HIGH 138.10
0.618 137.61
0.500 137.47
0.382 137.32
LOW 136.83
0.618 136.05
1.000 135.56
1.618 134.78
2.618 133.51
4.250 131.43
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 137.89 137.61
PP 137.68 137.12
S1 137.47 136.64

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

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