Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 135.28 134.44 -0.84 -0.6% 133.29
High 135.80 135.53 -0.27 -0.2% 135.94
Low 134.52 134.42 -0.10 -0.1% 132.94
Close 134.67 134.73 0.06 0.0% 134.67
Range 1.28 1.11 -0.17 -13.3% 3.00
ATR 1.30 1.29 -0.01 -1.1% 0.00
Volume 741,671 681,962 -59,709 -8.1% 4,543,263
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 138.22 137.59 135.34
R3 137.11 136.48 135.04
R2 136.00 136.00 134.93
R1 135.37 135.37 134.83 135.69
PP 134.89 134.89 134.89 135.05
S1 134.26 134.26 134.63 134.58
S2 133.78 133.78 134.53
S3 132.67 133.15 134.42
S4 131.56 132.04 134.12
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 143.52 142.09 136.32
R3 140.52 139.09 135.50
R2 137.52 137.52 135.22
R1 136.09 136.09 134.95 136.81
PP 134.52 134.52 134.52 134.87
S1 133.09 133.09 134.40 133.81
S2 131.52 131.52 134.12
S3 128.52 130.09 133.85
S4 125.52 127.09 133.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.94 134.32 1.62 1.2% 1.18 0.9% 25% False False 866,068
10 135.94 132.94 3.00 2.2% 1.30 1.0% 60% False False 875,957
20 138.80 132.94 5.86 4.3% 1.27 0.9% 31% False False 885,218
40 139.19 132.58 6.61 4.9% 1.24 0.9% 33% False False 794,365
60 139.19 128.62 10.57 7.8% 1.28 0.9% 58% False False 530,759
80 139.19 124.20 14.99 11.1% 1.15 0.9% 70% False False 398,109
100 139.19 123.28 15.91 11.8% 1.01 0.7% 72% False False 318,509
120 139.19 122.78 16.41 12.2% 0.84 0.6% 73% False False 265,452
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140.25
2.618 138.44
1.618 137.33
1.000 136.64
0.618 136.22
HIGH 135.53
0.618 135.11
0.500 134.98
0.382 134.84
LOW 134.42
0.618 133.73
1.000 133.31
1.618 132.62
2.618 131.51
4.250 129.70
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 134.98 135.18
PP 134.89 135.03
S1 134.81 134.88

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

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