Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 134.80 135.12 0.32 0.2% 135.68
High 135.85 135.45 -0.40 -0.3% 135.80
Low 134.80 134.32 -0.48 -0.4% 133.15
Close 135.15 135.09 -0.06 0.0% 133.40
Range 1.05 1.13 0.08 7.6% 2.65
ATR 1.32 1.31 -0.01 -1.0% 0.00
Volume 968,010 953,730 -14,280 -1.5% 4,166,718
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 138.34 137.85 135.71
R3 137.21 136.72 135.40
R2 136.08 136.08 135.30
R1 135.59 135.59 135.19 135.27
PP 134.95 134.95 134.95 134.80
S1 134.46 134.46 134.99 134.14
S2 133.82 133.82 134.88
S3 132.69 133.33 134.78
S4 131.56 132.20 134.47
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% 1.40 1.0% 74% False False 945,877
10 137.33 132.94 4.39 3.2% 1.34 1.0% 49% False False 888,656
20 139.19 132.94 6.25 4.6% 1.29 1.0% 34% False False 907,904
40 139.19 132.35 6.84 5.1% 1.22 0.9% 40% False False 734,901
60 139.19 127.50 11.69 8.7% 1.25 0.9% 65% False False 490,625
80 139.19 123.96 15.23 11.3% 1.12 0.8% 73% False False 368,010
100 139.19 123.28 15.91 11.8% 0.97 0.7% 74% False False 294,424
120 139.19 121.38 17.81 13.2% 0.81 0.6% 77% False False 245,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.25
2.618 138.41
1.618 137.28
1.000 136.58
0.618 136.15
HIGH 135.45
0.618 135.02
0.500 134.89
0.382 134.75
LOW 134.32
0.618 133.62
1.000 133.19
1.618 132.49
2.618 131.36
4.250 129.52
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 135.02 134.86
PP 134.95 134.63
S1 134.89 134.40

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

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