Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 134.55 133.40 -1.15 -0.9% 134.44
High 134.78 134.04 -0.74 -0.5% 136.04
Low 133.15 132.89 -0.26 -0.2% 132.89
Close 133.22 133.74 0.52 0.4% 133.74
Range 1.63 1.15 -0.48 -29.4% 3.15
ATR 1.33 1.32 -0.01 -1.0% 0.00
Volume 1,039,236 839,098 -200,138 -19.3% 4,426,205
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 137.01 136.52 134.37
R3 135.86 135.37 134.06
R2 134.71 134.71 133.95
R1 134.22 134.22 133.85 134.47
PP 133.56 133.56 133.56 133.68
S1 133.07 133.07 133.63 133.32
S2 132.41 132.41 133.53
S3 131.26 131.92 133.42
S4 130.11 130.77 133.11
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 143.67 141.86 135.47
R3 140.52 138.71 134.61
R2 137.37 137.37 134.32
R1 135.56 135.56 134.03 134.89
PP 134.22 134.22 134.22 133.89
S1 132.41 132.41 133.45 131.74
S2 131.07 131.07 133.16
S3 127.92 129.26 132.87
S4 124.77 126.11 132.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.04 132.89 3.15 2.4% 1.29 1.0% 27% False True 885,241
10 136.04 132.89 3.15 2.4% 1.33 1.0% 27% False True 896,946
20 138.80 132.89 5.91 4.4% 1.31 1.0% 14% False True 879,161
40 139.19 132.89 6.30 4.7% 1.26 0.9% 13% False True 880,466
60 139.19 129.19 10.00 7.5% 1.28 1.0% 46% False False 593,130
80 139.19 125.14 14.05 10.5% 1.20 0.9% 61% False False 444,910
100 139.19 123.96 15.23 11.4% 1.06 0.8% 64% False False 355,946
120 139.19 122.93 16.26 12.2% 0.88 0.7% 66% False False 296,649
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138.93
2.618 137.05
1.618 135.90
1.000 135.19
0.618 134.75
HIGH 134.04
0.618 133.60
0.500 133.47
0.382 133.33
LOW 132.89
0.618 132.18
1.000 131.74
1.618 131.03
2.618 129.88
4.250 128.00
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 133.65 134.47
PP 133.56 134.22
S1 133.47 133.98

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

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