Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	134.80	135.12	0.32	0.2%	135.68
High	135.85	135.45	-0.40	-0.3%	135.80
Low	134.80	134.32	-0.48	-0.4%	133.15
Close	135.15	135.09	-0.06	0.0%	133.40
Range	1.05	1.13	0.08	7.6%	2.65
ATR	1.32	1.31	-0.01	-1.0%	0.00
Volume	968,010	953,730	-14,280	-1.5%	4,166,718

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.34	137.85	135.71
R3	137.21	136.72	135.40
R2	136.08	136.08	135.30
R1	135.59	135.59	135.19	135.27
PP	134.95	134.95	134.95	134.80
S1	134.46	134.46	134.99	134.14
S2	133.82	133.82	134.88
S3	132.69	133.33	134.78
S4	131.56	132.20	134.47

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.07	140.38	134.86
R3	139.42	137.73	134.13
R2	136.77	136.77	133.89
R1	135.08	135.08	133.64	134.60
PP	134.12	134.12	134.12	133.88
S1	132.43	132.43	133.16	131.95
S2	131.47	131.47	132.91
S3	128.82	129.78	132.67
S4	126.17	127.13	131.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.85	132.94	2.91	2.2%	1.40	1.0%	74%	False	False	945,877
10	137.33	132.94	4.39	3.2%	1.34	1.0%	49%	False	False	888,656
20	139.19	132.94	6.25	4.6%	1.29	1.0%	34%	False	False	907,904
40	139.19	132.35	6.84	5.1%	1.22	0.9%	40%	False	False	734,901
60	139.19	127.50	11.69	8.7%	1.25	0.9%	65%	False	False	490,625
80	139.19	123.96	15.23	11.3%	1.12	0.8%	73%	False	False	368,010
100	139.19	123.28	15.91	11.8%	0.97	0.7%	74%	False	False	294,424
120	139.19	121.38	17.81	13.2%	0.81	0.6%	77%	False	False	245,391

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140.25
2.618	138.41
1.618	137.28
1.000	136.58
0.618	136.15
HIGH	135.45
0.618	135.02
0.500	134.89
0.382	134.75
LOW	134.32
0.618	133.62
1.000	133.19
1.618	132.49
2.618	131.36
4.250	129.52

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	135.02	134.86
PP	134.95	134.63
S1	134.89	134.40

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