Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 137.69 137.99 0.30 0.2% 134.09
High 138.50 138.24 -0.26 -0.2% 138.54
Low 137.52 137.06 -0.46 -0.3% 133.98
Close 137.84 138.03 0.19 0.1% 137.96
Range 0.98 1.18 0.20 20.4% 4.56
ATR 1.44 1.42 -0.02 -1.3% 0.00
Volume 685,690 733,153 47,463 6.9% 4,415,637
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 141.32 140.85 138.68
R3 140.14 139.67 138.35
R2 138.96 138.96 138.25
R1 138.49 138.49 138.14 138.73
PP 137.78 137.78 137.78 137.89
S1 137.31 137.31 137.92 137.55
S2 136.60 136.60 137.81
S3 135.42 136.13 137.71
S4 134.24 134.95 137.38
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
5 138.50 136.35 2.15 1.6% 1.31 0.9% 78% False False 793,239
10 138.54 132.89 5.65 4.1% 1.51 1.1% 91% False False 861,315
20 138.54 132.89 5.65 4.1% 1.44 1.0% 91% False False 882,192
40 139.19 132.89 6.30 4.6% 1.32 1.0% 82% False False 886,813
60 139.19 130.99 8.20 5.9% 1.26 0.9% 86% False False 690,274
80 139.19 125.22 13.97 10.1% 1.24 0.9% 92% False False 517,823
100 139.19 123.96 15.23 11.0% 1.14 0.8% 92% False False 414,288
120 139.19 123.28 15.91 11.5% 0.98 0.7% 93% False False 345,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.26
2.618 141.33
1.618 140.15
1.000 139.42
0.618 138.97
HIGH 138.24
0.618 137.79
0.500 137.65
0.382 137.51
LOW 137.06
0.618 136.33
1.000 135.88
1.618 135.15
2.618 133.97
4.250 132.05
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 137.90 137.83
PP 137.78 137.63
S1 137.65 137.43

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

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