Euro Bund Future March 2012

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	138.58	138.03	-0.55	-0.4%	138.22
High	139.31	138.67	-0.64	-0.5%	138.63
Low	138.51	137.37	-1.14	-0.8%	135.50
Close	138.75	137.57	-1.18	-0.9%	136.94
Range	0.80	1.30	0.50	62.5%	3.13
ATR	1.13	1.15	0.02	1.6%	0.00
Volume	122	238	116	95.1%	230

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.77	140.97	138.29
R3	140.47	139.67	137.93
R2	139.17	139.17	137.81
R1	138.37	138.37	137.69	138.12
PP	137.87	137.87	137.87	137.75
S1	137.07	137.07	137.45	136.82
S2	136.57	136.57	137.33
S3	135.27	135.77	137.21
S4	133.97	134.47	136.86

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	146.41	144.81	138.66
R3	143.28	141.68	137.80
R2	140.15	140.15	137.51
R1	138.55	138.55	137.23	137.79
PP	137.02	137.02	137.02	136.64
S1	135.42	135.42	136.65	134.66
S2	133.89	133.89	136.37
S3	130.76	132.29	136.08
S4	127.63	129.16	135.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.31	135.62	3.69	2.7%	1.01	0.7%	53%	False	False	90
10	139.77	135.50	4.27	3.1%	1.10	0.8%	48%	False	False	80
20	139.77	135.50	4.27	3.1%	1.06	0.8%	48%	False	False	146
40	139.77	131.93	7.84	5.7%	0.60	0.4%	72%	False	False	101

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	0.25
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	144.20
2.618	142.07
1.618	140.77
1.000	139.97
0.618	139.47
HIGH	138.67
0.618	138.17
0.500	138.02
0.382	137.87
LOW	137.37
0.618	136.57
1.000	136.07
1.618	135.27
2.618	133.97
4.250	131.85

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	138.02	138.34
PP	137.87	138.08
S1	137.72	137.83

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