Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 137.19 139.50 2.31 1.7% 134.09
High 139.32 139.58 0.26 0.2% 138.54
Low 137.08 137.90 0.82 0.6% 133.98
Close 139.18 138.33 -0.85 -0.6% 137.96
Range 2.24 1.68 -0.56 -25.0% 4.56
ATR 1.48 1.50 0.01 0.9% 0.00
Volume 1,002,802 861,949 -140,853 -14.0% 4,415,637
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 143.64 142.67 139.25
R3 141.96 140.99 138.79
R2 140.28 140.28 138.64
R1 139.31 139.31 138.48 138.96
PP 138.60 138.60 138.60 138.43
S1 137.63 137.63 138.18 137.28
S2 136.92 136.92 138.02
S3 135.24 135.95 137.87
S4 133.56 134.27 137.41
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
5 139.58 136.35 3.23 2.3% 1.54 1.1% 61% True False 804,724
10 139.58 132.89 6.69 4.8% 1.60 1.2% 81% True False 853,832
20 139.58 132.89 6.69 4.8% 1.47 1.1% 81% True False 879,707
40 139.58 132.89 6.69 4.8% 1.33 1.0% 81% True False 876,846
60 139.58 132.35 7.23 5.2% 1.29 0.9% 83% True False 721,289
80 139.58 125.22 14.36 10.4% 1.28 0.9% 91% True False 541,126
100 139.58 123.96 15.62 11.3% 1.16 0.8% 92% True False 432,935
120 139.58 123.28 16.30 11.8% 1.01 0.7% 92% True False 360,793
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 True
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.72
2.618 143.98
1.618 142.30
1.000 141.26
0.618 140.62
HIGH 139.58
0.618 138.94
0.500 138.74
0.382 138.54
LOW 137.90
0.618 136.86
1.000 136.22
1.618 135.18
2.618 133.50
4.250 130.76
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 138.74 138.33
PP 138.60 138.32
S1 138.47 138.32

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

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