Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 139.15 138.53 -0.62 -0.4% 137.92
High 139.15 139.04 -0.11 -0.1% 139.65
Low 138.20 137.48 -0.72 -0.5% 137.23
Close 138.40 137.53 -0.87 -0.6% 137.44
Range 0.95 1.56 0.61 64.2% 2.42
ATR 1.42 1.43 0.01 0.7% 0.00
Volume 10,764 5,732 -5,032 -46.7% 9,577
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.70 141.67 138.39
R3 141.14 140.11 137.96
R2 139.58 139.58 137.82
R1 138.55 138.55 137.67 138.29
PP 138.02 138.02 138.02 137.88
S1 136.99 136.99 137.39 136.73
S2 136.46 136.46 137.24
S3 134.90 135.43 137.10
S4 133.34 133.87 136.67
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
5 139.33 137.23 2.10 1.5% 1.27 0.9% 14% False False 5,132
10 139.65 136.80 2.85 2.1% 1.29 0.9% 26% False False 3,454
20 139.65 133.08 6.57 4.8% 1.36 1.0% 68% False False 1,962
40 139.77 133.08 6.69 4.9% 1.26 0.9% 67% False False 1,073
60 139.77 133.08 6.69 4.9% 1.07 0.8% 67% False False 765
80 139.77 129.04 10.73 7.8% 0.80 0.6% 79% False False 585
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145.67
2.618 143.12
1.618 141.56
1.000 140.60
0.618 140.00
HIGH 139.04
0.618 138.44
0.500 138.26
0.382 138.08
LOW 137.48
0.618 136.52
1.000 135.92
1.618 134.96
2.618 133.40
4.250 130.85
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 138.26 138.41
PP 138.02 138.11
S1 137.77 137.82

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

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