Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	137.91	138.00	0.09	0.1%	137.95
High	138.80	138.28	-0.52	-0.4%	138.39
Low	137.85	136.81	-1.04	-0.8%	135.02
Close	138.06	137.06	-1.00	-0.7%	136.76
Range	0.95	1.47	0.52	54.7%	3.37
ATR	1.25	1.27	0.02	1.2%	0.00
Volume	970,826	955,721	-15,105	-1.6%	4,807,802

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.79	140.90	137.87
R3	140.32	139.43	137.46
R2	138.85	138.85	137.33
R1	137.96	137.96	137.19	137.67
PP	137.38	137.38	137.38	137.24
S1	136.49	136.49	136.93	136.20
S2	135.91	135.91	136.79
S3	134.44	135.02	136.66
S4	132.97	133.55	136.25

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	146.83	145.17	138.61
R3	143.46	141.80	137.69
R2	140.09	140.09	137.38
R1	138.43	138.43	137.07	137.58
PP	136.72	136.72	136.72	136.30
S1	135.06	135.06	136.45	134.21
S2	133.35	133.35	136.14
S3	129.98	131.69	135.83
S4	126.61	128.32	134.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.80	135.17	3.63	2.6%	1.18	0.9%	52%	False	False	841,266
10	139.19	135.02	4.17	3.0%	1.25	0.9%	49%	False	False	927,151
20	139.19	135.02	4.17	3.0%	1.22	0.9%	49%	False	False	906,339
40	139.19	130.99	8.20	6.0%	1.17	0.9%	74%	False	False	513,673
60	139.19	125.22	13.97	10.2%	1.13	0.8%	85%	False	False	342,544
80	139.19	123.96	15.23	11.1%	1.03	0.7%	86%	False	False	256,938
100	139.19	122.93	16.26	11.9%	0.84	0.6%	87%	False	False	205,582
120	139.19	120.84	18.35	13.4%	0.70	0.5%	88%	False	False	171,384

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	144.53
2.618	142.13
1.618	140.66
1.000	139.75
0.618	139.19
HIGH	138.28
0.618	137.72
0.500	137.55
0.382	137.37
LOW	136.81
0.618	135.90
1.000	135.34
1.618	134.43
2.618	132.96
4.250	130.56

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	137.55	137.81
PP	137.38	137.56
S1	137.22	137.31

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols