Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 135.41 135.88 0.47 0.3% 135.65
High 135.67 136.30 0.63 0.5% 136.03
Low 134.77 134.99 0.22 0.2% 133.44
Close 135.42 135.78 0.36 0.3% 133.63
Range 0.90 1.31 0.41 45.6% 2.59
ATR 1.22 1.22 0.01 0.5% 0.00
Volume 74 176 102 137.8% 1,636
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 139.62 139.01 136.50
R3 138.31 137.70 136.14
R2 137.00 137.00 136.02
R1 136.39 136.39 135.90 136.04
PP 135.69 135.69 135.69 135.52
S1 135.08 135.08 135.66 134.73
S2 134.38 134.38 135.54
S3 133.07 133.77 135.42
S4 131.76 132.46 135.06
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
5 136.30 133.24 3.06 2.3% 1.16 0.9% 83% True False 381
10 136.61 133.24 3.37 2.5% 1.14 0.8% 75% False False 256
20 139.77 133.24 6.53 4.8% 1.15 0.9% 39% False False 185
40 139.77 133.24 6.53 4.8% 0.92 0.7% 39% False False 166
60 139.77 129.04 10.73 7.9% 0.62 0.5% 63% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.87
2.618 139.73
1.618 138.42
1.000 137.61
0.618 137.11
HIGH 136.30
0.618 135.80
0.500 135.65
0.382 135.49
LOW 134.99
0.618 134.18
1.000 133.68
1.618 132.87
2.618 131.56
4.250 129.42
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 135.74 135.70
PP 135.69 135.62
S1 135.65 135.54

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

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