Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 134.73 133.57 -1.16 -0.9% 136.88
High 134.86 134.73 -0.13 -0.1% 138.80
Low 133.15 133.21 0.06 0.0% 135.08
Close 133.56 134.24 0.68 0.5% 135.41
Range 1.71 1.52 -0.19 -11.1% 3.72
ATR 1.27 1.29 0.02 1.4% 0.00
Volume 927,139 987,313 60,174 6.5% 4,447,047
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 138.62 137.95 135.08
R3 137.10 136.43 134.66
R2 135.58 135.58 134.52
R1 134.91 134.91 134.38 135.25
PP 134.06 134.06 134.06 134.23
S1 133.39 133.39 134.10 133.73
S2 132.54 132.54 133.96
S3 131.02 131.87 133.82
S4 129.50 130.35 133.40
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
5 136.25 133.15 3.10 2.3% 1.28 1.0% 35% False False 803,248
10 138.80 133.15 5.65 4.2% 1.29 1.0% 19% False False 856,716
20 139.19 133.15 6.04 4.5% 1.20 0.9% 18% False False 873,985
40 139.19 132.35 6.84 5.1% 1.20 0.9% 28% False False 642,080
60 139.19 125.22 13.97 10.4% 1.21 0.9% 65% False False 428,266
80 139.19 123.96 15.23 11.3% 1.08 0.8% 67% False False 321,241
100 139.19 123.28 15.91 11.9% 0.92 0.7% 69% False False 257,011
120 139.19 121.38 17.81 13.3% 0.76 0.6% 72% False False 214,228
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.19
2.618 138.71
1.618 137.19
1.000 136.25
0.618 135.67
HIGH 134.73
0.618 134.15
0.500 133.97
0.382 133.79
LOW 133.21
0.618 132.27
1.000 131.69
1.618 130.75
2.618 129.23
4.250 126.75
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 134.15 134.18
PP 134.06 134.13
S1 133.97 134.07

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

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