Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 138.09 136.52 -1.57 -1.1% 134.09
High 138.36 137.96 -0.40 -0.3% 138.54
Low 136.44 136.35 -0.09 -0.1% 133.98
Close 136.62 137.96 1.34 1.0% 137.96
Range 1.92 1.61 -0.31 -16.1% 4.56
ATR 1.47 1.48 0.01 0.7% 0.00
Volume 1,004,384 740,030 -264,354 -26.3% 4,415,637
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.25 141.72 138.85
R3 140.64 140.11 138.40
R2 139.03 139.03 138.26
R1 138.50 138.50 138.11 138.77
PP 137.42 137.42 137.42 137.56
S1 136.89 136.89 137.81 137.16
S2 135.81 135.81 137.66
S3 134.20 135.28 137.52
S4 132.59 133.67 137.07
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 150.51 148.79 140.47
R3 145.95 144.23 139.21
R2 141.39 141.39 138.80
R1 139.67 139.67 138.38 140.53
PP 136.83 136.83 136.83 137.26
S1 135.11 135.11 137.54 135.97
S2 132.27 132.27 137.12
S3 127.71 130.55 136.71
S4 123.15 125.99 135.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.54 133.98 4.56 3.3% 1.76 1.3% 87% False False 883,127
10 138.54 132.89 5.65 4.1% 1.53 1.1% 90% False False 884,184
20 138.54 132.89 5.65 4.1% 1.43 1.0% 90% False False 877,591
40 139.19 132.89 6.30 4.6% 1.32 1.0% 80% False False 897,768
60 139.19 130.99 8.20 5.9% 1.25 0.9% 85% False False 666,644
80 139.19 125.22 13.97 10.1% 1.23 0.9% 91% False False 500,088
100 139.19 123.96 15.23 11.0% 1.12 0.8% 92% False False 400,099
120 139.19 123.28 15.91 11.5% 0.96 0.7% 92% False False 333,439
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.80
2.618 142.17
1.618 140.56
1.000 139.57
0.618 138.95
HIGH 137.96
0.618 137.34
0.500 137.16
0.382 136.97
LOW 136.35
0.618 135.36
1.000 134.74
1.618 133.75
2.618 132.14
4.250 129.51
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 137.69 137.76
PP 137.42 137.56
S1 137.16 137.36

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

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