Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 138.72 136.87 -1.85 -1.3% 134.46
High 138.75 138.25 -0.50 -0.4% 139.00
Low 136.77 136.80 0.03 0.0% 134.44
Close 137.15 137.95 0.80 0.6% 137.95
Range 1.98 1.45 -0.53 -26.8% 4.56
ATR 1.56 1.55 -0.01 -0.5% 0.00
Volume 675 569 -106 -15.7% 4,188
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.02 141.43 138.75
R3 140.57 139.98 138.35
R2 139.12 139.12 138.22
R1 138.53 138.53 138.08 138.83
PP 137.67 137.67 137.67 137.81
S1 137.08 137.08 137.82 137.38
S2 136.22 136.22 137.68
S3 134.77 135.63 137.55
S4 133.32 134.18 137.15
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 150.81 148.94 140.46
R3 146.25 144.38 139.20
R2 141.69 141.69 138.79
R1 139.82 139.82 138.37 140.76
PP 137.13 137.13 137.13 137.60
S1 135.26 135.26 137.53 136.20
S2 132.57 132.57 137.11
S3 128.01 130.70 136.70
S4 123.45 126.14 135.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.00 134.44 4.56 3.3% 1.68 1.2% 77% False False 837
10 139.00 133.08 5.92 4.3% 1.46 1.1% 82% False False 525
20 139.00 133.08 5.92 4.3% 1.32 1.0% 82% False False 390
40 139.77 133.08 6.69 4.8% 1.17 0.8% 73% False False 273
60 139.77 131.93 7.84 5.7% 0.88 0.6% 77% False False 205
80 139.77 125.69 14.08 10.2% 0.66 0.5% 87% False False 174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.41
2.618 142.05
1.618 140.60
1.000 139.70
0.618 139.15
HIGH 138.25
0.618 137.70
0.500 137.53
0.382 137.35
LOW 136.80
0.618 135.90
1.000 135.35
1.618 134.45
2.618 133.00
4.250 130.64
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 137.81 137.89
PP 137.67 137.82
S1 137.53 137.76

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

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