Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 136.88 137.91 1.03 0.8% 137.95
High 138.10 138.80 0.70 0.5% 138.39
Low 136.83 137.85 1.02 0.7% 135.02
Close 138.10 138.06 -0.04 0.0% 136.76
Range 1.27 0.95 -0.32 -25.2% 3.37
ATR 1.28 1.25 -0.02 -1.8% 0.00
Volume 617,275 970,826 353,551 57.3% 4,807,802
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 141.09 140.52 138.58
R3 140.14 139.57 138.32
R2 139.19 139.19 138.23
R1 138.62 138.62 138.15 138.91
PP 138.24 138.24 138.24 138.38
S1 137.67 137.67 137.97 137.96
S2 137.29 137.29 137.89
S3 136.34 136.72 137.80
S4 135.39 135.77 137.54
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
5 138.80 135.02 3.78 2.7% 1.14 0.8% 80% True False 858,874
10 139.19 135.02 4.17 3.0% 1.18 0.9% 73% False False 911,169
20 139.19 135.02 4.17 3.0% 1.18 0.9% 73% False False 905,609
40 139.19 130.88 8.31 6.0% 1.17 0.8% 86% False False 489,806
60 139.19 125.22 13.97 10.1% 1.15 0.8% 92% False False 326,618
80 139.19 123.96 15.23 11.0% 1.01 0.7% 93% False False 244,992
100 139.19 122.93 16.26 11.8% 0.82 0.6% 93% False False 196,025
120 139.19 120.10 19.09 13.8% 0.69 0.5% 94% False False 163,420
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.84
2.618 141.29
1.618 140.34
1.000 139.75
0.618 139.39
HIGH 138.80
0.618 138.44
0.500 138.33
0.382 138.21
LOW 137.85
0.618 137.26
1.000 136.90
1.618 136.31
2.618 135.36
4.250 133.81
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 138.33 137.75
PP 138.24 137.45
S1 138.15 137.14

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

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