Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 138.53 137.33 -1.20 -0.9% 137.92
High 138.61 138.88 0.27 0.2% 139.65
Low 137.23 137.29 0.06 0.0% 137.23
Close 137.44 138.48 1.04 0.8% 137.44
Range 1.38 1.59 0.21 15.2% 2.42
ATR 1.49 1.49 0.01 0.5% 0.00
Volume 1,267 3,552 2,285 180.3% 9,577
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.99 142.32 139.35
R3 141.40 140.73 138.92
R2 139.81 139.81 138.77
R1 139.14 139.14 138.63 139.48
PP 138.22 138.22 138.22 138.38
S1 137.55 137.55 138.33 137.89
S2 136.63 136.63 138.19
S3 135.04 135.96 138.04
S4 133.45 134.37 137.61
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 1.7% 1.43 1.0% 52% False False 2,491
10 139.65 136.77 2.88 2.1% 1.39 1.0% 59% False False 1,602
20 139.65 133.08 6.57 4.7% 1.35 1.0% 82% False False 936
40 139.77 133.08 6.69 4.8% 1.23 0.9% 81% False False 561
60 139.77 133.08 6.69 4.8% 1.01 0.7% 81% False False 418
80 139.77 127.02 12.75 9.2% 0.76 0.5% 90% False False 325
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 3 trading days
Fibonacci Retracements and Extensions
4.250 145.64
2.618 143.04
1.618 141.45
1.000 140.47
0.618 139.86
HIGH 138.88
0.618 138.27
0.500 138.09
0.382 137.90
LOW 137.29
0.618 136.31
1.000 135.70
1.618 134.72
2.618 133.13
4.250 130.53
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 138.35 138.47
PP 138.22 138.45
S1 138.09 138.44

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

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