Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 133.29 134.80 1.51 1.1% 135.68
High 134.97 135.85 0.88 0.7% 135.80
Low 132.94 134.80 1.86 1.4% 133.15
Close 134.87 135.15 0.28 0.2% 133.40
Range 2.03 1.05 -0.98 -48.3% 2.65
ATR 1.34 1.32 -0.02 -1.5% 0.00
Volume 894,884 968,010 73,126 8.2% 4,166,718
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 138.42 137.83 135.73
R3 137.37 136.78 135.44
R2 136.32 136.32 135.34
R1 135.73 135.73 135.25 136.03
PP 135.27 135.27 135.27 135.41
S1 134.68 134.68 135.05 134.98
S2 134.22 134.22 134.96
S3 133.17 133.63 134.86
S4 132.12 132.58 134.57
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
5 135.85 132.94 2.91 2.2% 1.51 1.1% 76% True False 940,559
10 138.28 132.94 5.34 4.0% 1.37 1.0% 41% False False 888,855
20 139.19 132.94 6.25 4.6% 1.27 0.9% 35% False False 900,012
40 139.19 132.35 6.84 5.1% 1.21 0.9% 41% False False 711,272
60 139.19 126.46 12.73 9.4% 1.25 0.9% 68% False False 474,733
80 139.19 123.96 15.23 11.3% 1.12 0.8% 73% False False 356,094
100 139.19 123.28 15.91 11.8% 0.96 0.7% 75% False False 284,888
120 139.19 121.38 17.81 13.2% 0.80 0.6% 77% False False 237,448
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.26
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 140.31
2.618 138.60
1.618 137.55
1.000 136.90
0.618 136.50
HIGH 135.85
0.618 135.45
0.500 135.33
0.382 135.20
LOW 134.80
0.618 134.15
1.000 133.75
1.618 133.10
2.618 132.05
4.250 130.34
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 135.33 134.90
PP 135.27 134.65
S1 135.21 134.40

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

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