Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 137.99 137.19 -0.80 -0.6% 134.09
High 138.24 139.32 1.08 0.8% 138.54
Low 137.06 137.08 0.02 0.0% 133.98
Close 138.03 139.18 1.15 0.8% 137.96
Range 1.18 2.24 1.06 89.8% 4.56
ATR 1.42 1.48 0.06 4.1% 0.00
Volume 733,153 1,002,802 269,649 36.8% 4,415,637
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 145.25 144.45 140.41
R3 143.01 142.21 139.80
R2 140.77 140.77 139.59
R1 139.97 139.97 139.39 140.37
PP 138.53 138.53 138.53 138.73
S1 137.73 137.73 138.97 138.13
S2 136.29 136.29 138.77
S3 134.05 135.49 138.56
S4 131.81 133.25 137.95
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
5 139.32 136.35 2.97 2.1% 1.59 1.1% 95% True False 833,211
10 139.32 132.89 6.43 4.6% 1.60 1.1% 98% True False 871,561
20 139.32 132.89 6.43 4.6% 1.46 1.1% 98% True False 885,975
40 139.32 132.89 6.43 4.6% 1.34 1.0% 98% True False 883,157
60 139.32 131.85 7.47 5.4% 1.28 0.9% 98% True False 706,943
80 139.32 125.22 14.10 10.1% 1.26 0.9% 99% True False 530,352
100 139.32 123.96 15.36 11.0% 1.15 0.8% 99% True False 424,316
120 139.32 123.28 16.04 11.5% 0.99 0.7% 99% True False 353,613
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 0.21
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 148.84
2.618 145.18
1.618 142.94
1.000 141.56
0.618 140.70
HIGH 139.32
0.618 138.46
0.500 138.20
0.382 137.94
LOW 137.08
0.618 135.70
1.000 134.84
1.618 133.46
2.618 131.22
4.250 127.56
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 138.85 138.85
PP 138.53 138.52
S1 138.20 138.19

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

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