Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 133.65 134.46 0.81 0.6% 134.79
High 134.17 137.02 2.85 2.1% 136.40
Low 133.08 134.44 1.36 1.0% 133.08
Close 133.87 135.73 1.86 1.4% 133.87
Range 1.09 2.58 1.49 136.7% 3.32
ATR 1.30 1.43 0.13 10.2% 0.00
Volume 270 1,297 1,027 380.4% 1,066
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 143.47 142.18 137.15
R3 140.89 139.60 136.44
R2 138.31 138.31 136.20
R1 137.02 137.02 135.97 137.67
PP 135.73 135.73 135.73 136.05
S1 134.44 134.44 135.49 135.09
S2 133.15 133.15 135.26
S3 130.57 131.86 135.02
S4 127.99 129.28 134.31
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
5 137.02 133.08 3.94 2.9% 1.56 1.1% 67% True False 465
10 137.02 133.08 3.94 2.9% 1.31 1.0% 67% True False 271
20 139.31 133.08 6.23 4.6% 1.25 0.9% 43% False False 286
40 139.77 133.08 6.69 4.9% 1.13 0.8% 40% False False 225
60 139.77 131.41 8.36 6.2% 0.78 0.6% 52% False False 157
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 0.31
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 147.99
2.618 143.77
1.618 141.19
1.000 139.60
0.618 138.61
HIGH 137.02
0.618 136.03
0.500 135.73
0.382 135.43
LOW 134.44
0.618 132.85
1.000 131.86
1.618 130.27
2.618 127.69
4.250 123.48
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 135.73 135.50
PP 135.73 135.28
S1 135.73 135.05

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

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