Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 134.09 137.00 2.91 2.2% 134.44
High 136.68 138.54 1.86 1.4% 136.04
Low 133.98 136.81 2.83 2.1% 132.89
Close 136.61 138.15 1.54 1.1% 133.74
Range 2.70 1.73 -0.97 -35.9% 3.15
ATR 1.43 1.47 0.04 2.5% 0.00
Volume 828,024 1,040,258 212,234 25.6% 4,426,205
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 143.02 142.32 139.10
R3 141.29 140.59 138.63
R2 139.56 139.56 138.47
R1 138.86 138.86 138.31 139.21
PP 137.83 137.83 137.83 138.01
S1 137.13 137.13 137.99 137.48
S2 136.10 136.10 137.83
S3 134.37 135.40 137.67
S4 132.64 133.67 137.20
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
5 138.54 132.89 5.65 4.1% 1.71 1.2% 93% True False 929,392
10 138.54 132.89 5.65 4.1% 1.46 1.1% 93% True False 897,485
20 138.54 132.89 5.65 4.1% 1.42 1.0% 93% True False 893,170
40 139.19 132.89 6.30 4.6% 1.30 0.9% 83% False False 899,390
60 139.19 130.88 8.31 6.0% 1.25 0.9% 87% False False 624,261
80 139.19 125.22 13.97 10.1% 1.21 0.9% 93% False False 468,256
100 139.19 123.96 15.23 11.0% 1.09 0.8% 93% False False 374,628
120 139.19 122.93 16.26 11.8% 0.92 0.7% 94% False False 312,216
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 145.89
2.618 143.07
1.618 141.34
1.000 140.27
0.618 139.61
HIGH 138.54
0.618 137.88
0.500 137.68
0.382 137.47
LOW 136.81
0.618 135.74
1.000 135.08
1.618 134.01
2.618 132.28
4.250 129.46
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 137.99 137.34
PP 137.83 136.53
S1 137.68 135.72

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

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