Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 137.00 137.90 0.90 0.7% 134.44
High 138.54 138.00 -0.54 -0.4% 136.04
Low 136.81 137.16 0.35 0.3% 132.89
Close 138.15 137.55 -0.60 -0.4% 133.74
Range 1.73 0.84 -0.89 -51.4% 3.15
ATR 1.47 1.43 -0.03 -2.3% 0.00
Volume 1,040,258 802,941 -237,317 -22.8% 4,426,205
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 140.09 139.66 138.01
R3 139.25 138.82 137.78
R2 138.41 138.41 137.70
R1 137.98 137.98 137.63 137.78
PP 137.57 137.57 137.57 137.47
S1 137.14 137.14 137.47 136.94
S2 136.73 136.73 137.40
S3 135.89 136.30 137.32
S4 135.05 135.46 137.09
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% 1.61 1.2% 82% False False 909,911
10 138.54 132.89 5.65 4.1% 1.43 1.0% 82% False False 882,406
20 138.54 132.89 5.65 4.1% 1.39 1.0% 82% False False 885,531
40 139.19 132.89 6.30 4.6% 1.30 0.9% 74% False False 895,935
60 139.19 130.99 8.20 6.0% 1.24 0.9% 80% False False 637,625
80 139.19 125.22 13.97 10.2% 1.20 0.9% 88% False False 478,291
100 139.19 123.96 15.23 11.1% 1.10 0.8% 89% False False 382,657
120 139.19 122.93 16.26 11.8% 0.93 0.7% 90% False False 318,907
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 141.57
2.618 140.20
1.618 139.36
1.000 138.84
0.618 138.52
HIGH 138.00
0.618 137.68
0.500 137.58
0.382 137.48
LOW 137.16
0.618 136.64
1.000 136.32
1.618 135.80
2.618 134.96
4.250 133.59
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 137.58 137.12
PP 137.57 136.69
S1 137.56 136.26

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

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