Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 137.33 138.77 1.44 1.0% 137.92
High 138.88 139.33 0.45 0.3% 139.65
Low 137.29 138.44 1.15 0.8% 137.23
Close 138.48 138.97 0.49 0.4% 137.44
Range 1.59 0.89 -0.70 -44.0% 2.42
ATR 1.49 1.45 -0.04 -2.9% 0.00
Volume 3,552 4,348 796 22.4% 9,577
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 141.58 141.17 139.46
R3 140.69 140.28 139.21
R2 139.80 139.80 139.13
R1 139.39 139.39 139.05 139.60
PP 138.91 138.91 138.91 139.02
S1 138.50 138.50 138.89 138.71
S2 138.02 138.02 138.81
S3 137.13 137.61 138.73
S4 136.24 136.72 138.48
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% 1.39 1.0% 72% False False 3,191
10 139.65 136.77 2.88 2.1% 1.31 0.9% 76% False False 1,910
20 139.65 133.08 6.57 4.7% 1.35 1.0% 90% False False 1,150
40 139.77 133.08 6.69 4.8% 1.23 0.9% 88% False False 669
60 139.77 133.08 6.69 4.8% 1.03 0.7% 88% False False 490
80 139.77 128.05 11.72 8.4% 0.77 0.6% 93% False False 379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.08
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 143.11
2.618 141.66
1.618 140.77
1.000 140.22
0.618 139.88
HIGH 139.33
0.618 138.99
0.500 138.89
0.382 138.78
LOW 138.44
0.618 137.89
1.000 137.55
1.618 137.00
2.618 136.11
4.250 134.66
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 138.94 138.74
PP 138.91 138.51
S1 138.89 138.28

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

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