Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 135.82 134.93 -0.89 -0.7% 133.32
High 136.40 134.95 -1.45 -1.1% 136.30
Low 135.15 133.32 -1.83 -1.4% 133.24
Close 136.00 133.91 -2.09 -1.5% 134.98
Range 1.25 1.63 0.38 30.4% 3.06
ATR 1.21 1.32 0.10 8.7% 0.00
Volume 289 382 93 32.2% 918
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 138.95 138.06 134.81
R3 137.32 136.43 134.36
R2 135.69 135.69 134.21
R1 134.80 134.80 134.06 134.43
PP 134.06 134.06 134.06 133.88
S1 133.17 133.17 133.76 132.80
S2 132.43 132.43 133.61
S3 130.80 131.54 133.46
S4 129.17 129.91 133.01
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 144.02 142.56 136.66
R3 140.96 139.50 135.82
R2 137.90 137.90 135.54
R1 136.44 136.44 135.26 137.17
PP 134.84 134.84 134.84 135.21
S1 133.38 133.38 134.70 134.11
S2 131.78 131.78 134.42
S3 128.72 130.32 134.14
S4 125.66 127.26 133.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.40 133.32 3.08 2.3% 1.26 0.9% 19% False True 164
10 136.40 133.24 3.16 2.4% 1.21 0.9% 21% False False 272
20 139.31 133.24 6.07 4.5% 1.18 0.9% 11% False False 211
40 139.77 133.24 6.53 4.9% 1.08 0.8% 10% False False 187
60 139.77 131.36 8.41 6.3% 0.72 0.5% 30% False False 133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 141.88
2.618 139.22
1.618 137.59
1.000 136.58
0.618 135.96
HIGH 134.95
0.618 134.33
0.500 134.14
0.382 133.94
LOW 133.32
0.618 132.31
1.000 131.69
1.618 130.68
2.618 129.05
4.250 126.39
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 134.14 134.86
PP 134.06 134.54
S1 133.99 134.23

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

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