Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 137.85 139.55 1.70 1.2% 134.46
High 139.62 139.65 0.03 0.0% 139.00
Low 137.85 138.35 0.50 0.4% 134.44
Close 139.08 138.80 -0.28 -0.2% 137.95
Range 1.77 1.30 -0.47 -26.6% 4.56
ATR 1.50 1.48 -0.01 -0.9% 0.00
Volume 3,434 3,355 -79 -2.3% 4,188
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.83 142.12 139.52
R3 141.53 140.82 139.16
R2 140.23 140.23 139.04
R1 139.52 139.52 138.92 139.23
PP 138.93 138.93 138.93 138.79
S1 138.22 138.22 138.68 137.93
S2 137.63 137.63 138.56
S3 136.33 136.92 138.44
S4 135.03 135.62 138.09
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
5 139.65 136.80 2.85 2.1% 1.30 0.9% 70% True False 1,775
10 139.65 133.08 6.57 4.7% 1.46 1.0% 87% True False 1,276
20 139.65 133.08 6.57 4.7% 1.33 1.0% 87% True False 774
40 139.77 133.08 6.69 4.8% 1.19 0.9% 86% False False 445
60 139.77 133.08 6.69 4.8% 0.96 0.7% 86% False False 338
80 139.77 126.37 13.40 9.7% 0.72 0.5% 93% False False 275
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 True
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.18
2.618 143.05
1.618 141.75
1.000 140.95
0.618 140.45
HIGH 139.65
0.618 139.15
0.500 139.00
0.382 138.85
LOW 138.35
0.618 137.55
1.000 137.05
1.618 136.25
2.618 134.95
4.250 132.83
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 139.00 138.71
PP 138.93 138.62
S1 138.87 138.53

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

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