Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 134.93 133.65 -1.28 -0.9% 134.79
High 134.95 134.17 -0.78 -0.6% 136.40
Low 133.32 133.08 -0.24 -0.2% 133.08
Close 133.91 133.87 -0.04 0.0% 133.87
Range 1.63 1.09 -0.54 -33.1% 3.32
ATR 1.32 1.30 -0.02 -1.2% 0.00
Volume 382 270 -112 -29.3% 1,066
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 136.98 136.51 134.47
R3 135.89 135.42 134.17
R2 134.80 134.80 134.07
R1 134.33 134.33 133.97 134.57
PP 133.71 133.71 133.71 133.82
S1 133.24 133.24 133.77 133.48
S2 132.62 132.62 133.67
S3 131.53 132.15 133.57
S4 130.44 131.06 133.27
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 144.41 142.46 135.70
R3 141.09 139.14 134.78
R2 137.77 137.77 134.48
R1 135.82 135.82 134.17 135.14
PP 134.45 134.45 134.45 134.11
S1 132.50 132.50 133.57 131.82
S2 131.13 131.13 133.26
S3 127.81 129.18 132.96
S4 124.49 125.86 132.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.40 133.08 3.32 2.5% 1.24 0.9% 24% False True 213
10 136.40 133.08 3.32 2.5% 1.24 0.9% 24% False True 198
20 139.31 133.08 6.23 4.7% 1.17 0.9% 13% False True 223
40 139.77 133.08 6.69 5.0% 1.09 0.8% 12% False True 193
60 139.77 131.41 8.36 6.2% 0.74 0.6% 29% False False 136
Crabel Price Patterns
NR True
NR4 True
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138.80
2.618 137.02
1.618 135.93
1.000 135.26
0.618 134.84
HIGH 134.17
0.618 133.75
0.500 133.63
0.382 133.50
LOW 133.08
0.618 132.41
1.000 131.99
1.618 131.32
2.618 130.23
4.250 128.45
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 133.79 134.74
PP 133.71 134.45
S1 133.63 134.16

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

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