Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 134.26 133.32 -0.94 -0.7% 135.65
High 134.31 135.18 0.87 0.6% 136.03
Low 133.55 133.24 -0.31 -0.2% 133.44
Close 133.63 134.88 1.25 0.9% 133.63
Range 0.76 1.94 1.18 155.3% 2.59
ATR 1.16 1.21 0.06 4.8% 0.00
Volume 1,015 565 -450 -44.3% 1,636
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 140.25 139.51 135.95
R3 138.31 137.57 135.41
R2 136.37 136.37 135.24
R1 135.63 135.63 135.06 136.00
PP 134.43 134.43 134.43 134.62
S1 133.69 133.69 134.70 134.06
S2 132.49 132.49 134.52
S3 130.55 131.75 134.35
S4 128.61 129.81 133.81
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
5 135.18 133.24 1.94 1.4% 1.24 0.9% 85% True True 431
10 139.31 133.24 6.07 4.5% 1.18 0.9% 27% False True 300
20 139.77 133.24 6.53 4.8% 1.11 0.8% 25% False True 185
40 139.77 133.24 6.53 4.8% 0.85 0.6% 25% False True 158
60 139.77 127.02 12.75 9.5% 0.57 0.4% 62% False False 121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 143.43
2.618 140.26
1.618 138.32
1.000 137.12
0.618 136.38
HIGH 135.18
0.618 134.44
0.500 134.21
0.382 133.98
LOW 133.24
0.618 132.04
1.000 131.30
1.618 130.10
2.618 128.16
4.250 125.00
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 134.66 134.66
PP 134.43 134.43
S1 134.21 134.21

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

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