Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 133.45 134.26 0.81 0.6% 135.65
High 134.82 134.31 -0.51 -0.4% 136.03
Low 133.45 133.55 0.10 0.1% 133.44
Close 134.66 133.63 -1.03 -0.8% 133.63
Range 1.37 0.76 -0.61 -44.5% 2.59
ATR 1.16 1.16 0.00 -0.3% 0.00
Volume 241 1,015 774 321.2% 1,636
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 136.11 135.63 134.05
R3 135.35 134.87 133.84
R2 134.59 134.59 133.77
R1 134.11 134.11 133.70 133.97
PP 133.83 133.83 133.83 133.76
S1 133.35 133.35 133.56 133.21
S2 133.07 133.07 133.49
S3 132.31 132.59 133.42
S4 131.55 131.83 133.21
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 142.14 140.47 135.05
R3 139.55 137.88 134.34
R2 136.96 136.96 134.10
R1 135.29 135.29 133.87 134.83
PP 134.37 134.37 134.37 134.14
S1 132.70 132.70 133.39 132.24
S2 131.78 131.78 133.16
S3 129.19 130.11 132.92
S4 126.60 127.52 132.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.03 133.44 2.59 1.9% 1.09 0.8% 7% False False 327
10 139.31 133.44 5.87 4.4% 1.10 0.8% 3% False False 249
20 139.77 133.44 6.33 4.7% 1.04 0.8% 3% False False 160
40 139.77 133.39 6.38 4.8% 0.80 0.6% 4% False False 145
60 139.77 126.94 12.83 9.6% 0.53 0.4% 52% False False 118
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 137.54
2.618 136.30
1.618 135.54
1.000 135.07
0.618 134.78
HIGH 134.31
0.618 134.02
0.500 133.93
0.382 133.84
LOW 133.55
0.618 133.08
1.000 132.79
1.618 132.32
2.618 131.56
4.250 130.32
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 133.93 134.29
PP 133.83 134.07
S1 133.73 133.85

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

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