Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 137.91 138.00 0.09 0.1% 137.95
High 138.80 138.28 -0.52 -0.4% 138.39
Low 137.85 136.81 -1.04 -0.8% 135.02
Close 138.06 137.06 -1.00 -0.7% 136.76
Range 0.95 1.47 0.52 54.7% 3.37
ATR 1.25 1.27 0.02 1.2% 0.00
Volume 970,826 955,721 -15,105 -1.6% 4,807,802
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 141.79 140.90 137.87
R3 140.32 139.43 137.46
R2 138.85 138.85 137.33
R1 137.96 137.96 137.19 137.67
PP 137.38 137.38 137.38 137.24
S1 136.49 136.49 136.93 136.20
S2 135.91 135.91 136.79
S3 134.44 135.02 136.66
S4 132.97 133.55 136.25
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
5 138.80 135.17 3.63 2.6% 1.18 0.9% 52% False False 841,266
10 139.19 135.02 4.17 3.0% 1.25 0.9% 49% False False 927,151
20 139.19 135.02 4.17 3.0% 1.22 0.9% 49% False False 906,339
40 139.19 130.99 8.20 6.0% 1.17 0.9% 74% False False 513,673
60 139.19 125.22 13.97 10.2% 1.13 0.8% 85% False False 342,544
80 139.19 123.96 15.23 11.1% 1.03 0.7% 86% False False 256,938
100 139.19 122.93 16.26 11.9% 0.84 0.6% 87% False False 205,582
120 139.19 120.84 18.35 13.4% 0.70 0.5% 88% False False 171,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 144.53
2.618 142.13
1.618 140.66
1.000 139.75
0.618 139.19
HIGH 138.28
0.618 137.72
0.500 137.55
0.382 137.37
LOW 136.81
0.618 135.90
1.000 135.34
1.618 134.43
2.618 132.96
4.250 130.56
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 137.55 137.81
PP 137.38 137.56
S1 137.22 137.31

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

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