Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 134.14 133.29 -0.85 -0.6% 135.68
High 134.55 134.97 0.42 0.3% 135.80
Low 133.29 132.94 -0.35 -0.3% 133.15
Close 133.40 134.87 1.47 1.1% 133.40
Range 1.26 2.03 0.77 61.1% 2.65
ATR 1.29 1.34 0.05 4.1% 0.00
Volume 925,452 894,884 -30,568 -3.3% 4,166,718
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 140.35 139.64 135.99
R3 138.32 137.61 135.43
R2 136.29 136.29 135.24
R1 135.58 135.58 135.06 135.94
PP 134.26 134.26 134.26 134.44
S1 133.55 133.55 134.68 133.91
S2 132.23 132.23 134.50
S3 130.20 131.52 134.31
S4 128.17 129.49 133.75
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
5 134.99 132.94 2.05 1.5% 1.42 1.1% 94% False True 885,845
10 138.80 132.94 5.86 4.3% 1.36 1.0% 33% False True 889,137
20 139.19 132.94 6.25 4.6% 1.27 0.9% 31% False True 891,944
40 139.19 132.35 6.84 5.1% 1.21 0.9% 37% False False 687,421
60 139.19 126.34 12.85 9.5% 1.24 0.9% 66% False False 458,600
80 139.19 123.96 15.23 11.3% 1.11 0.8% 72% False False 343,994
100 139.19 123.28 15.91 11.8% 0.95 0.7% 73% False False 275,210
120 139.19 121.38 17.81 13.2% 0.79 0.6% 76% False False 229,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 143.60
2.618 140.28
1.618 138.25
1.000 137.00
0.618 136.22
HIGH 134.97
0.618 134.19
0.500 133.96
0.382 133.72
LOW 132.94
0.618 131.69
1.000 130.91
1.618 129.66
2.618 127.63
4.250 124.31
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 134.57 134.57
PP 134.26 134.26
S1 133.96 133.96

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

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