Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 135.68 134.75 -0.93 -0.7% 136.88
High 135.80 134.99 -0.81 -0.6% 138.80
Low 134.40 134.40 0.00 0.0% 135.08
Close 134.48 134.51 0.03 0.0% 135.41
Range 1.40 0.59 -0.81 -57.9% 3.72
ATR 1.29 1.24 -0.05 -3.9% 0.00
Volume 632,373 694,441 62,068 9.8% 4,447,047
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 136.40 136.05 134.83
R3 135.81 135.46 134.67
R2 135.22 135.22 134.62
R1 134.87 134.87 134.56 134.75
PP 134.63 134.63 134.63 134.58
S1 134.28 134.28 134.46 134.16
S2 134.04 134.04 134.40
S3 133.45 133.69 134.35
S4 132.86 133.10 134.19
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 147.59 145.22 137.46
R3 143.87 141.50 136.43
R2 140.15 140.15 136.09
R1 137.78 137.78 135.75 137.11
PP 136.43 136.43 136.43 136.09
S1 134.06 134.06 135.07 133.39
S2 132.71 132.71 134.73
S3 128.99 130.34 134.39
S4 125.27 126.62 133.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.28 134.40 3.88 2.9% 1.23 0.9% 3% False True 837,152
10 138.80 134.40 4.40 3.3% 1.18 0.9% 3% False True 848,013
20 139.19 134.40 4.79 3.6% 1.21 0.9% 2% False True 891,433
40 139.19 130.99 8.20 6.1% 1.17 0.9% 43% False False 594,314
60 139.19 125.22 13.97 10.4% 1.18 0.9% 66% False False 396,366
80 139.19 123.96 15.23 11.3% 1.06 0.8% 69% False False 297,312
100 139.19 123.28 15.91 11.8% 0.88 0.7% 71% False False 237,872
120 139.19 120.89 18.30 13.6% 0.74 0.5% 74% False False 198,285
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 137.50
2.618 136.53
1.618 135.94
1.000 135.58
0.618 135.35
HIGH 134.99
0.618 134.76
0.500 134.70
0.382 134.63
LOW 134.40
0.618 134.04
1.000 133.81
1.618 133.45
2.618 132.86
4.250 131.89
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 134.70 135.33
PP 134.63 135.05
S1 134.57 134.78

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

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