Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 133.32 135.64 2.32 1.7% 135.65
High 135.18 136.20 1.02 0.8% 136.03
Low 133.24 135.30 2.06 1.5% 133.44
Close 134.88 135.94 1.06 0.8% 133.63
Range 1.94 0.90 -1.04 -53.6% 2.59
ATR 1.21 1.22 0.01 0.6% 0.00
Volume 565 76 -489 -86.5% 1,636
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 138.51 138.13 136.44
R3 137.61 137.23 136.19
R2 136.71 136.71 136.11
R1 136.33 136.33 136.02 136.52
PP 135.81 135.81 135.81 135.91
S1 135.43 135.43 135.86 135.62
S2 134.91 134.91 135.78
S3 134.01 134.53 135.69
S4 133.11 133.63 135.45
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 142.14 140.47 135.05
R3 139.55 137.88 134.34
R2 136.96 136.96 134.10
R1 135.29 135.29 133.87 134.83
PP 134.37 134.37 134.37 134.14
S1 132.70 132.70 133.39 132.24
S2 131.78 131.78 133.16
S3 129.19 130.11 132.92
S4 126.60 127.52 132.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.20 133.24 2.96 2.2% 1.33 1.0% 91% True False 403
10 138.67 133.24 5.43 4.0% 1.19 0.9% 50% False False 296
20 139.77 133.24 6.53 4.8% 1.12 0.8% 41% False False 188
40 139.77 133.24 6.53 4.8% 0.87 0.6% 41% False False 160
60 139.77 128.05 11.72 8.6% 0.58 0.4% 67% False False 122
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.03
2.618 138.56
1.618 137.66
1.000 137.10
0.618 136.76
HIGH 136.20
0.618 135.86
0.500 135.75
0.382 135.64
LOW 135.30
0.618 134.74
1.000 134.40
1.618 133.84
2.618 132.94
4.250 131.48
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 135.88 135.53
PP 135.81 135.13
S1 135.75 134.72

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

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