Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 138.00 136.99 -1.01 -0.7% 137.95
High 138.28 137.33 -0.95 -0.7% 138.39
Low 136.81 135.81 -1.00 -0.7% 135.02
Close 137.06 135.90 -1.16 -0.8% 136.76
Range 1.47 1.52 0.05 3.4% 3.37
ATR 1.27 1.29 0.02 1.4% 0.00
Volume 955,721 1,128,250 172,529 18.1% 4,807,802
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 140.91 139.92 136.74
R3 139.39 138.40 136.32
R2 137.87 137.87 136.18
R1 136.88 136.88 136.04 136.62
PP 136.35 136.35 136.35 136.21
S1 135.36 135.36 135.76 135.10
S2 134.83 134.83 135.62
S3 133.31 133.84 135.48
S4 131.79 132.32 135.06
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
5 138.80 135.48 3.32 2.4% 1.31 1.0% 13% False False 910,184
10 139.19 135.02 4.17 3.1% 1.31 1.0% 21% False False 937,688
20 139.19 135.02 4.17 3.1% 1.24 0.9% 21% False False 921,567
40 139.19 130.99 8.20 6.0% 1.16 0.9% 60% False False 541,841
60 139.19 125.22 13.97 10.3% 1.15 0.8% 76% False False 361,340
80 139.19 123.96 15.23 11.2% 1.04 0.8% 78% False False 271,041
100 139.19 122.93 16.26 12.0% 0.85 0.6% 80% False False 216,862
120 139.19 120.84 18.35 13.5% 0.71 0.5% 82% False False 180,786
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 0.23
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 143.79
2.618 141.31
1.618 139.79
1.000 138.85
0.618 138.27
HIGH 137.33
0.618 136.75
0.500 136.57
0.382 136.39
LOW 135.81
0.618 134.87
1.000 134.29
1.618 133.35
2.618 131.83
4.250 129.35
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 136.57 137.31
PP 136.35 136.84
S1 136.12 136.37

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

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