Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 138.60 138.91 0.31 0.2% 137.69
High 139.07 139.00 -0.07 -0.1% 139.58
Low 138.23 137.92 -0.31 -0.2% 136.92
Close 138.43 138.35 -0.08 -0.1% 137.27
Range 0.84 1.08 0.24 28.6% 2.66
ATR 1.46 1.44 -0.03 -1.9% 0.00
Volume 758,396 827,563 69,167 9.1% 3,831,410
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 141.66 141.09 138.94
R3 140.58 140.01 138.65
R2 139.50 139.50 138.55
R1 138.93 138.93 138.45 138.68
PP 138.42 138.42 138.42 138.30
S1 137.85 137.85 138.25 137.60
S2 137.34 137.34 138.15
S3 136.26 136.77 138.05
S4 135.18 135.69 137.76
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% 1.36 1.0% 54% False False 732,578
10 139.58 136.35 3.23 2.3% 1.47 1.1% 62% False False 782,895
20 139.58 132.89 6.69 4.8% 1.45 1.0% 82% False False 832,650
40 139.58 132.89 6.69 4.8% 1.37 1.0% 82% False False 870,277
60 139.58 132.35 7.23 5.2% 1.30 0.9% 83% False False 767,484
80 139.58 127.50 12.08 8.7% 1.30 0.9% 90% False False 576,131
100 139.58 123.96 15.62 11.3% 1.19 0.9% 92% False False 460,938
120 139.58 123.28 16.30 11.8% 1.05 0.8% 92% False False 384,128
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.59
2.618 141.83
1.618 140.75
1.000 140.08
0.618 139.67
HIGH 139.00
0.618 138.59
0.500 138.46
0.382 138.33
LOW 137.92
0.618 137.25
1.000 136.84
1.618 136.17
2.618 135.09
4.250 133.33
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 138.46 138.25
PP 138.42 138.15
S1 138.39 138.05

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

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