Euro Bund Future December 2011
Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
139.50 |
138.35 |
-1.15 |
-0.8% |
137.69 |
High |
139.58 |
138.43 |
-1.15 |
-0.8% |
139.58 |
Low |
137.90 |
136.92 |
-0.98 |
-0.7% |
136.92 |
Close |
138.33 |
137.27 |
-1.06 |
-0.8% |
137.27 |
Range |
1.68 |
1.51 |
-0.17 |
-10.1% |
2.66 |
ATR |
1.50 |
1.50 |
0.00 |
0.1% |
0.00 |
Volume |
861,949 |
547,816 |
-314,133 |
-36.4% |
3,831,410 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.07 |
141.18 |
138.10 |
|
R3 |
140.56 |
139.67 |
137.69 |
|
R2 |
139.05 |
139.05 |
137.55 |
|
R1 |
138.16 |
138.16 |
137.41 |
137.85 |
PP |
137.54 |
137.54 |
137.54 |
137.39 |
S1 |
136.65 |
136.65 |
137.13 |
136.34 |
S2 |
136.03 |
136.03 |
136.99 |
|
S3 |
134.52 |
135.14 |
136.85 |
|
S4 |
133.01 |
133.63 |
136.44 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.90 |
144.25 |
138.73 |
|
R3 |
143.24 |
141.59 |
138.00 |
|
R2 |
140.58 |
140.58 |
137.76 |
|
R1 |
138.93 |
138.93 |
137.51 |
138.43 |
PP |
137.92 |
137.92 |
137.92 |
137.67 |
S1 |
136.27 |
136.27 |
137.03 |
135.77 |
S2 |
135.26 |
135.26 |
136.78 |
|
S3 |
132.60 |
133.61 |
136.54 |
|
S4 |
129.94 |
130.95 |
135.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.58 |
136.92 |
2.66 |
1.9% |
1.52 |
1.1% |
13% |
False |
True |
766,282 |
10 |
139.58 |
133.98 |
5.60 |
4.1% |
1.64 |
1.2% |
59% |
False |
False |
824,704 |
20 |
139.58 |
132.89 |
6.69 |
4.9% |
1.48 |
1.1% |
65% |
False |
False |
860,825 |
40 |
139.58 |
132.89 |
6.69 |
4.9% |
1.34 |
1.0% |
65% |
False |
False |
868,654 |
60 |
139.58 |
132.35 |
7.23 |
5.3% |
1.28 |
0.9% |
68% |
False |
False |
730,360 |
80 |
139.58 |
125.22 |
14.36 |
10.5% |
1.29 |
0.9% |
84% |
False |
False |
547,972 |
100 |
139.58 |
123.96 |
15.62 |
11.4% |
1.17 |
0.9% |
85% |
False |
False |
438,412 |
120 |
139.58 |
123.28 |
16.30 |
11.9% |
1.02 |
0.7% |
86% |
False |
False |
365,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.85 |
2.618 |
142.38 |
1.618 |
140.87 |
1.000 |
139.94 |
0.618 |
139.36 |
HIGH |
138.43 |
0.618 |
137.85 |
0.500 |
137.68 |
0.382 |
137.50 |
LOW |
136.92 |
0.618 |
135.99 |
1.000 |
135.41 |
1.618 |
134.48 |
2.618 |
132.97 |
4.250 |
130.50 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
137.68 |
138.25 |
PP |
137.54 |
137.92 |
S1 |
137.41 |
137.60 |
|