Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 139.55 138.53 -1.02 -0.7% 137.92
High 139.65 138.61 -1.04 -0.7% 139.65
Low 138.35 137.23 -1.12 -0.8% 137.23
Close 138.80 137.44 -1.36 -1.0% 137.44
Range 1.30 1.38 0.08 6.2% 2.42
ATR 1.48 1.49 0.01 0.4% 0.00
Volume 3,355 1,267 -2,088 -62.2% 9,577
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 141.90 141.05 138.20
R3 140.52 139.67 137.82
R2 139.14 139.14 137.69
R1 138.29 138.29 137.57 138.03
PP 137.76 137.76 137.76 137.63
S1 136.91 136.91 137.31 136.65
S2 136.38 136.38 137.19
S3 135.00 135.53 137.06
S4 133.62 134.15 136.68
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 145.37 143.82 138.77
R3 142.95 141.40 138.11
R2 140.53 140.53 137.88
R1 138.98 138.98 137.66 138.55
PP 138.11 138.11 138.11 137.89
S1 136.56 136.56 137.22 136.13
S2 135.69 135.69 137.00
S3 133.27 134.14 136.77
S4 130.85 131.72 136.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.65 137.23 2.42 1.8% 1.29 0.9% 9% False True 1,915
10 139.65 134.44 5.21 3.8% 1.49 1.1% 58% False False 1,376
20 139.65 133.08 6.57 4.8% 1.36 1.0% 66% False False 787
40 139.77 133.08 6.69 4.9% 1.20 0.9% 65% False False 474
60 139.77 133.08 6.69 4.9% 0.99 0.7% 65% False False 359
80 139.77 126.94 12.83 9.3% 0.74 0.5% 82% False False 285
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.48
2.618 142.22
1.618 140.84
1.000 139.99
0.618 139.46
HIGH 138.61
0.618 138.08
0.500 137.92
0.382 137.76
LOW 137.23
0.618 136.38
1.000 135.85
1.618 135.00
2.618 133.62
4.250 131.37
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 137.92 138.44
PP 137.76 138.11
S1 137.60 137.77

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

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