Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 138.91 138.23 -0.68 -0.5% 137.69
High 139.00 138.79 -0.21 -0.2% 139.58
Low 137.92 137.19 -0.73 -0.5% 136.92
Close 138.35 137.93 -0.42 -0.3% 137.27
Range 1.08 1.60 0.52 48.1% 2.66
ATR 1.44 1.45 0.01 0.8% 0.00
Volume 827,563 932,264 104,701 12.7% 3,831,410
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.77 141.95 138.81
R3 141.17 140.35 138.37
R2 139.57 139.57 138.22
R1 138.75 138.75 138.08 138.36
PP 137.97 137.97 137.97 137.78
S1 137.15 137.15 137.78 136.76
S2 136.37 136.37 137.64
S3 134.77 135.55 137.49
S4 133.17 133.95 137.05
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
5 139.07 136.92 2.15 1.6% 1.34 1.0% 47% False False 746,641
10 139.58 136.35 3.23 2.3% 1.44 1.0% 49% False False 775,683
20 139.58 132.89 6.69 4.9% 1.47 1.1% 75% False False 830,015
40 139.58 132.89 6.69 4.9% 1.39 1.0% 75% False False 868,012
60 139.58 132.35 7.23 5.2% 1.31 1.0% 77% False False 782,868
80 139.58 127.91 11.67 8.5% 1.31 1.0% 86% False False 587,782
100 139.58 123.96 15.62 11.3% 1.20 0.9% 89% False False 470,259
120 139.58 123.28 16.30 11.8% 1.06 0.8% 90% False False 391,897
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 True
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145.59
2.618 142.98
1.618 141.38
1.000 140.39
0.618 139.78
HIGH 138.79
0.618 138.18
0.500 137.99
0.382 137.80
LOW 137.19
0.618 136.20
1.000 135.59
1.618 134.60
2.618 133.00
4.250 130.39
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 137.99 138.13
PP 137.97 138.06
S1 137.95 138.00

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

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