Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 137.30 136.32 -0.98 -0.7% 137.61
High 137.70 136.61 -1.09 -0.8% 139.31
Low 136.30 135.68 -0.62 -0.5% 135.68
Close 136.30 135.78 -0.52 -0.4% 135.78
Range 1.40 0.93 -0.47 -33.6% 3.63
ATR 1.17 1.15 -0.02 -1.5% 0.00
Volume 410 38 -372 -90.7% 854
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 138.81 138.23 136.29
R3 137.88 137.30 136.04
R2 136.95 136.95 135.95
R1 136.37 136.37 135.87 136.20
PP 136.02 136.02 136.02 135.94
S1 135.44 135.44 135.69 135.27
S2 135.09 135.09 135.61
S3 134.16 134.51 135.52
S4 133.23 133.58 135.27
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 147.81 145.43 137.78
R3 144.18 141.80 136.78
R2 140.55 140.55 136.45
R1 138.17 138.17 136.11 137.55
PP 136.92 136.92 136.92 136.61
S1 134.54 134.54 135.45 133.92
S2 133.29 133.29 135.11
S3 129.66 130.91 134.78
S4 126.03 127.28 133.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.31 135.68 3.63 2.7% 1.11 0.8% 3% False True 170
10 139.31 135.50 3.81 2.8% 1.09 0.8% 7% False False 108
20 139.77 135.50 4.27 3.1% 1.02 0.8% 7% False False 157
40 139.77 131.93 7.84 5.8% 0.66 0.5% 49% False False 112
60 139.77 125.69 14.08 10.4% 0.44 0.3% 72% False False 101
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140.56
2.618 139.04
1.618 138.11
1.000 137.54
0.618 137.18
HIGH 136.61
0.618 136.25
0.500 136.15
0.382 136.04
LOW 135.68
0.618 135.11
1.000 134.75
1.618 134.18
2.618 133.25
4.250 131.73
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 136.15 137.18
PP 136.02 136.71
S1 135.90 136.25

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

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