Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 138.07 137.00 -1.07 -0.8% 137.33
High 138.07 137.85 -0.22 -0.2% 139.33
Low 136.39 136.91 0.52 0.4% 136.39
Close 136.65 137.34 0.69 0.5% 136.65
Range 1.68 0.94 -0.74 -44.0% 2.94
ATR 1.44 1.43 -0.02 -1.2% 0.00
Volume 6,300 8,135 1,835 29.1% 30,696
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 140.19 139.70 137.86
R3 139.25 138.76 137.60
R2 138.31 138.31 137.51
R1 137.82 137.82 137.43 138.07
PP 137.37 137.37 137.37 137.49
S1 136.88 136.88 137.25 137.13
S2 136.43 136.43 137.17
S3 135.49 135.94 137.08
S4 134.55 135.00 136.82
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 2.1% 1.20 0.9% 32% False False 7,055
10 139.65 136.39 3.26 2.4% 1.32 1.0% 29% False False 4,773
20 139.65 133.08 6.57 4.8% 1.38 1.0% 65% False False 2,681
40 139.65 133.08 6.57 4.8% 1.25 0.9% 65% False False 1,430
60 139.77 133.08 6.69 4.9% 1.11 0.8% 64% False False 1,005
80 139.77 130.76 9.01 6.6% 0.84 0.6% 73% False False 766
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.85
2.618 140.31
1.618 139.37
1.000 138.79
0.618 138.43
HIGH 137.85
0.618 137.49
0.500 137.38
0.382 137.27
LOW 136.91
0.618 136.33
1.000 135.97
1.618 135.39
2.618 134.45
4.250 132.92
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 137.38 137.72
PP 137.37 137.59
S1 137.35 137.47

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

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