Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 134.80 135.33 0.53 0.4% 133.29
High 135.39 136.04 0.65 0.5% 135.94
Low 134.14 134.72 0.58 0.4% 132.94
Close 135.29 135.00 -0.29 -0.2% 134.67
Range 1.25 1.32 0.07 5.6% 3.00
ATR 1.29 1.29 0.00 0.2% 0.00
Volume 965,564 900,345 -65,219 -6.8% 4,543,263
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 139.21 138.43 135.73
R3 137.89 137.11 135.36
R2 136.57 136.57 135.24
R1 135.79 135.79 135.12 135.52
PP 135.25 135.25 135.25 135.12
S1 134.47 134.47 134.88 134.20
S2 133.93 133.93 134.76
S3 132.61 133.15 134.64
S4 131.29 131.83 134.27
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
5 136.04 134.14 1.90 1.4% 1.26 0.9% 45% True False 854,902
10 136.04 132.94 3.10 2.3% 1.33 1.0% 66% True False 900,389
20 138.80 132.94 5.86 4.3% 1.28 0.9% 35% False False 868,370
40 139.19 132.64 6.55 4.9% 1.24 0.9% 36% False False 838,495
60 139.19 129.19 10.00 7.4% 1.28 1.0% 58% False False 561,844
80 139.19 124.48 14.71 10.9% 1.18 0.9% 72% False False 421,432
100 139.19 123.69 15.50 11.5% 1.03 0.8% 73% False False 337,164
120 139.19 122.78 16.41 12.2% 0.86 0.6% 74% False False 281,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.65
2.618 139.50
1.618 138.18
1.000 137.36
0.618 136.86
HIGH 136.04
0.618 135.54
0.500 135.38
0.382 135.22
LOW 134.72
0.618 133.90
1.000 133.40
1.618 132.58
2.618 131.26
4.250 129.11
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 135.38 135.09
PP 135.25 135.06
S1 135.13 135.03

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

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