Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 135.33 134.55 -0.78 -0.6% 133.29
High 136.04 134.78 -1.26 -0.9% 135.94
Low 134.72 133.15 -1.57 -1.2% 132.94
Close 135.00 133.22 -1.78 -1.3% 134.67
Range 1.32 1.63 0.31 23.5% 3.00
ATR 1.29 1.33 0.04 3.1% 0.00
Volume 900,345 1,039,236 138,891 15.4% 4,543,263
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 138.61 137.54 134.12
R3 136.98 135.91 133.67
R2 135.35 135.35 133.52
R1 134.28 134.28 133.37 134.00
PP 133.72 133.72 133.72 133.58
S1 132.65 132.65 133.07 132.37
S2 132.09 132.09 132.92
S3 130.46 131.02 132.77
S4 128.83 129.39 132.32
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
5 136.04 133.15 2.89 2.2% 1.32 1.0% 2% False True 865,755
10 136.04 132.94 3.10 2.3% 1.34 1.0% 9% False False 905,582
20 138.80 132.94 5.86 4.4% 1.32 1.0% 5% False False 881,149
40 139.19 132.64 6.55 4.9% 1.26 0.9% 9% False False 863,155
60 139.19 129.19 10.00 7.5% 1.29 1.0% 40% False False 579,158
80 139.19 124.60 14.59 11.0% 1.19 0.9% 59% False False 434,422
100 139.19 123.96 15.23 11.4% 1.04 0.8% 61% False False 347,555
120 139.19 122.93 16.26 12.2% 0.87 0.7% 63% False False 289,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 141.71
2.618 139.05
1.618 137.42
1.000 136.41
0.618 135.79
HIGH 134.78
0.618 134.16
0.500 133.97
0.382 133.77
LOW 133.15
0.618 132.14
1.000 131.52
1.618 130.51
2.618 128.88
4.250 126.22
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 133.97 134.60
PP 133.72 134.14
S1 133.47 133.68

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

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