Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 138.32 137.85 -0.47 -0.3% 134.46
High 138.49 139.62 1.13 0.8% 139.00
Low 137.40 137.85 0.45 0.3% 134.44
Close 138.33 139.08 0.75 0.5% 137.95
Range 1.09 1.77 0.68 62.4% 4.56
ATR 1.47 1.50 0.02 1.4% 0.00
Volume 850 3,434 2,584 304.0% 4,188
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 144.16 143.39 140.05
R3 142.39 141.62 139.57
R2 140.62 140.62 139.40
R1 139.85 139.85 139.24 140.24
PP 138.85 138.85 138.85 139.04
S1 138.08 138.08 138.92 138.47
S2 137.08 137.08 138.76
S3 135.31 136.31 138.59
S4 133.54 134.54 138.11
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 150.81 148.94 140.46
R3 146.25 144.38 139.20
R2 141.69 141.69 138.79
R1 139.82 139.82 138.37 140.76
PP 137.13 137.13 137.13 137.60
S1 135.26 135.26 137.53 136.20
S2 132.57 132.57 137.11
S3 128.01 130.70 136.70
S4 123.45 126.14 135.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.62 136.77 2.85 2.0% 1.44 1.0% 81% True False 1,239
10 139.62 133.08 6.54 4.7% 1.49 1.1% 92% True False 979
20 139.62 133.08 6.54 4.7% 1.34 1.0% 92% True False 619
40 139.77 133.08 6.69 4.8% 1.19 0.9% 90% False False 375
60 139.77 133.08 6.69 4.8% 0.94 0.7% 90% False False 284
80 139.77 125.69 14.08 10.1% 0.71 0.5% 95% False False 233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 147.14
2.618 144.25
1.618 142.48
1.000 141.39
0.618 140.71
HIGH 139.62
0.618 138.94
0.500 138.74
0.382 138.53
LOW 137.85
0.618 136.76
1.000 136.08
1.618 134.99
2.618 133.22
4.250 130.33
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 138.97 138.89
PP 138.85 138.70
S1 138.74 138.51

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

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