Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 137.90 138.09 0.19 0.1% 134.44
High 138.00 138.36 0.36 0.3% 136.04
Low 137.16 136.44 -0.72 -0.5% 132.89
Close 137.55 136.62 -0.93 -0.7% 133.74
Range 0.84 1.92 1.08 128.6% 3.15
ATR 1.43 1.47 0.03 2.4% 0.00
Volume 802,941 1,004,384 201,443 25.1% 4,426,205
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.90 141.68 137.68
R3 140.98 139.76 137.15
R2 139.06 139.06 136.97
R1 137.84 137.84 136.80 137.49
PP 137.14 137.14 137.14 136.97
S1 135.92 135.92 136.44 135.57
S2 135.22 135.22 136.27
S3 133.30 134.00 136.09
S4 131.38 132.08 135.56
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% 1.67 1.2% 66% False False 902,941
10 138.54 132.89 5.65 4.1% 1.49 1.1% 66% False False 884,348
20 138.54 132.89 5.65 4.1% 1.41 1.0% 66% False False 879,338
40 139.19 132.89 6.30 4.6% 1.32 1.0% 59% False False 900,452
60 139.19 130.99 8.20 6.0% 1.24 0.9% 69% False False 654,340
80 139.19 125.22 13.97 10.2% 1.21 0.9% 82% False False 490,840
100 139.19 123.96 15.23 11.1% 1.11 0.8% 83% False False 392,701
120 139.19 122.93 16.26 11.9% 0.94 0.7% 84% False False 327,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.52
2.618 143.39
1.618 141.47
1.000 140.28
0.618 139.55
HIGH 138.36
0.618 137.63
0.500 137.40
0.382 137.17
LOW 136.44
0.618 135.25
1.000 134.52
1.618 133.33
2.618 131.41
4.250 128.28
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 137.40 137.49
PP 137.14 137.20
S1 136.88 136.91

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

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