Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 135.64 135.41 -0.23 -0.2% 135.65
High 136.20 135.67 -0.53 -0.4% 136.03
Low 135.30 134.77 -0.53 -0.4% 133.44
Close 135.94 135.42 -0.52 -0.4% 133.63
Range 0.90 0.90 0.00 0.0% 2.59
ATR 1.22 1.22 0.00 -0.3% 0.00
Volume 76 74 -2 -2.6% 1,636
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 137.99 137.60 135.92
R3 137.09 136.70 135.67
R2 136.19 136.19 135.59
R1 135.80 135.80 135.50 136.00
PP 135.29 135.29 135.29 135.38
S1 134.90 134.90 135.34 135.10
S2 134.39 134.39 135.26
S3 133.49 134.00 135.17
S4 132.59 133.10 134.93
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% 1.17 0.9% 74% False False 394
10 137.70 133.24 4.46 3.3% 1.15 0.9% 49% False False 279
20 139.77 133.24 6.53 4.8% 1.12 0.8% 33% False False 180
40 139.77 133.24 6.53 4.8% 0.89 0.7% 33% False False 162
60 139.77 128.11 11.66 8.6% 0.60 0.4% 63% False False 123
Crabel Price Patterns
NR False
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 0.23
Fibonacci Retracements and Extensions
4.250 139.50
2.618 138.03
1.618 137.13
1.000 136.57
0.618 136.23
HIGH 135.67
0.618 135.33
0.500 135.22
0.382 135.11
LOW 134.77
0.618 134.21
1.000 133.87
1.618 133.31
2.618 132.41
4.250 130.95
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 135.35 135.19
PP 135.29 134.95
S1 135.22 134.72

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

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