Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 134.75 134.73 -0.02 0.0% 136.88
High 134.99 134.86 -0.13 -0.1% 138.80
Low 134.40 133.15 -1.25 -0.9% 135.08
Close 134.51 133.56 -0.95 -0.7% 135.41
Range 0.59 1.71 1.12 189.8% 3.72
ATR 1.24 1.27 0.03 2.7% 0.00
Volume 694,441 927,139 232,698 33.5% 4,447,047
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 138.99 137.98 134.50
R3 137.28 136.27 134.03
R2 135.57 135.57 133.87
R1 134.56 134.56 133.72 134.21
PP 133.86 133.86 133.86 133.68
S1 132.85 132.85 133.40 132.50
S2 132.15 132.15 133.25
S3 130.44 131.14 133.09
S4 128.73 129.43 132.62
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
5 137.33 133.15 4.18 3.1% 1.28 1.0% 10% False True 831,435
10 138.80 133.15 5.65 4.2% 1.23 0.9% 7% False True 836,351
20 139.19 133.15 6.04 4.5% 1.21 0.9% 7% False True 880,339
40 139.19 131.85 7.34 5.5% 1.18 0.9% 23% False False 617,427
60 139.19 125.22 13.97 10.5% 1.20 0.9% 60% False False 411,811
80 139.19 123.96 15.23 11.4% 1.08 0.8% 63% False False 308,901
100 139.19 123.28 15.91 11.9% 0.90 0.7% 65% False False 247,140
120 139.19 120.89 18.30 13.7% 0.75 0.6% 69% False False 206,006
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 0.22
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 142.13
2.618 139.34
1.618 137.63
1.000 136.57
0.618 135.92
HIGH 134.86
0.618 134.21
0.500 134.01
0.382 133.80
LOW 133.15
0.618 132.09
1.000 131.44
1.618 130.38
2.618 128.67
4.250 125.88
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 134.01 134.48
PP 133.86 134.17
S1 133.71 133.87

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

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