Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 133.57 134.14 0.57 0.4% 135.68
High 134.73 134.55 -0.18 -0.1% 135.80
Low 133.21 133.29 0.08 0.1% 133.15
Close 134.24 133.40 -0.84 -0.6% 133.40
Range 1.52 1.26 -0.26 -17.1% 2.65
ATR 1.29 1.29 0.00 -0.2% 0.00
Volume 987,313 925,452 -61,861 -6.3% 4,166,718
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 137.53 136.72 134.09
R3 136.27 135.46 133.75
R2 135.01 135.01 133.63
R1 134.20 134.20 133.52 133.98
PP 133.75 133.75 133.75 133.63
S1 132.94 132.94 133.28 132.72
S2 132.49 132.49 133.17
S3 131.23 131.68 133.05
S4 129.97 130.42 132.71
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 142.07 140.38 134.86
R3 139.42 137.73 134.13
R2 136.77 136.77 133.89
R1 135.08 135.08 133.64 134.60
PP 134.12 134.12 134.12 133.88
S1 132.43 132.43 133.16 131.95
S2 131.47 131.47 132.91
S3 128.82 129.78 132.67
S4 126.17 127.13 131.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.80 133.15 2.65 2.0% 1.30 1.0% 9% False False 833,343
10 138.80 133.15 5.65 4.2% 1.29 1.0% 4% False False 861,376
20 139.19 133.15 6.04 4.5% 1.20 0.9% 4% False False 876,482
40 139.19 132.35 6.84 5.1% 1.19 0.9% 15% False False 665,128
60 139.19 125.22 13.97 10.5% 1.23 0.9% 59% False False 443,688
80 139.19 123.96 15.23 11.4% 1.09 0.8% 62% False False 332,808
100 139.19 123.28 15.91 11.9% 0.93 0.7% 64% False False 266,263
120 139.19 121.38 17.81 13.4% 0.77 0.6% 67% False False 221,935
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139.91
2.618 137.85
1.618 136.59
1.000 135.81
0.618 135.33
HIGH 134.55
0.618 134.07
0.500 133.92
0.382 133.77
LOW 133.29
0.618 132.51
1.000 132.03
1.618 131.25
2.618 129.99
4.250 127.94
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 133.92 134.01
PP 133.75 133.80
S1 133.57 133.60

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

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