Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 138.53 138.07 -0.46 -0.3% 137.33
High 139.04 138.07 -0.97 -0.7% 139.33
Low 137.48 136.39 -1.09 -0.8% 136.39
Close 137.53 136.65 -0.88 -0.6% 136.65
Range 1.56 1.68 0.12 7.7% 2.94
ATR 1.43 1.44 0.02 1.3% 0.00
Volume 5,732 6,300 568 9.9% 30,696
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.08 141.04 137.57
R3 140.40 139.36 137.11
R2 138.72 138.72 136.96
R1 137.68 137.68 136.80 137.36
PP 137.04 137.04 137.04 136.88
S1 136.00 136.00 136.50 135.68
S2 135.36 135.36 136.34
S3 133.68 134.32 136.19
S4 132.00 132.64 135.73
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 146.28 144.40 138.27
R3 143.34 141.46 137.46
R2 140.40 140.40 137.19
R1 138.52 138.52 136.92 137.99
PP 137.46 137.46 137.46 137.19
S1 135.58 135.58 136.38 135.05
S2 134.52 134.52 136.11
S3 131.58 132.64 135.84
S4 128.64 129.70 135.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.33 136.39 2.94 2.2% 1.33 1.0% 9% False True 6,139
10 139.65 136.39 3.26 2.4% 1.31 1.0% 8% False True 4,027
20 139.65 133.08 6.57 4.8% 1.39 1.0% 54% False False 2,276
40 139.65 133.08 6.57 4.8% 1.26 0.9% 54% False False 1,229
60 139.77 133.08 6.69 4.9% 1.10 0.8% 53% False False 870
80 139.77 129.85 9.92 7.3% 0.82 0.6% 69% False False 664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 145.21
2.618 142.47
1.618 140.79
1.000 139.75
0.618 139.11
HIGH 138.07
0.618 137.43
0.500 137.23
0.382 137.03
LOW 136.39
0.618 135.35
1.000 134.71
1.618 133.67
2.618 131.99
4.250 129.25
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 137.23 137.77
PP 137.04 137.40
S1 136.84 137.02

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

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