Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 136.52 137.69 1.17 0.9% 134.09
High 137.96 138.50 0.54 0.4% 138.54
Low 136.35 137.52 1.17 0.9% 133.98
Close 137.96 137.84 -0.12 -0.1% 137.96
Range 1.61 0.98 -0.63 -39.1% 4.56
ATR 1.48 1.44 -0.04 -2.4% 0.00
Volume 740,030 685,690 -54,340 -7.3% 4,415,637
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 140.89 140.35 138.38
R3 139.91 139.37 138.11
R2 138.93 138.93 138.02
R1 138.39 138.39 137.93 138.66
PP 137.95 137.95 137.95 138.09
S1 137.41 137.41 137.75 137.68
S2 136.97 136.97 137.66
S3 135.99 136.43 137.57
S4 135.01 135.45 137.30
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 150.51 148.79 140.47
R3 145.95 144.23 139.21
R2 141.39 141.39 138.80
R1 139.67 139.67 138.38 140.53
PP 136.83 136.83 136.83 137.26
S1 135.11 135.11 137.54 135.97
S2 132.27 132.27 137.12
S3 127.71 130.55 136.71
S4 123.15 125.99 135.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.54 136.35 2.19 1.6% 1.42 1.0% 68% False False 854,660
10 138.54 132.89 5.65 4.1% 1.51 1.1% 88% False False 884,557
20 138.54 132.89 5.65 4.1% 1.41 1.0% 88% False False 880,257
40 139.19 132.89 6.30 4.6% 1.33 1.0% 79% False False 895,404
60 139.19 130.99 8.20 5.9% 1.25 0.9% 84% False False 678,062
80 139.19 125.22 13.97 10.1% 1.24 0.9% 90% False False 508,659
100 139.19 123.96 15.23 11.0% 1.13 0.8% 91% False False 406,956
120 139.19 123.28 15.91 11.5% 0.97 0.7% 92% False False 339,151
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 False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.67
2.618 141.07
1.618 140.09
1.000 139.48
0.618 139.11
HIGH 138.50
0.618 138.13
0.500 138.01
0.382 137.89
LOW 137.52
0.618 136.91
1.000 136.54
1.618 135.93
2.618 134.95
4.250 133.36
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 138.01 137.70
PP 137.95 137.56
S1 137.90 137.43

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

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