Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 138.23 138.00 -0.23 -0.2% 137.28
High 138.79 138.03 -0.76 -0.5% 139.07
Low 137.19 136.19 -1.00 -0.7% 136.19
Close 137.93 136.67 -1.26 -0.9% 136.67
Range 1.60 1.84 0.24 15.0% 2.88
ATR 1.45 1.47 0.03 1.9% 0.00
Volume 932,264 812,110 -120,154 -12.9% 3,997,501
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.48 141.42 137.68
R3 140.64 139.58 137.18
R2 138.80 138.80 137.01
R1 137.74 137.74 136.84 137.35
PP 136.96 136.96 136.96 136.77
S1 135.90 135.90 136.50 135.51
S2 135.12 135.12 136.33
S3 133.28 134.06 136.16
S4 131.44 132.22 135.66
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 145.95 144.19 138.25
R3 143.07 141.31 137.46
R2 140.19 140.19 137.20
R1 138.43 138.43 136.93 137.87
PP 137.31 137.31 137.31 137.03
S1 135.55 135.55 136.41 134.99
S2 134.43 134.43 136.14
S3 131.55 132.67 135.88
S4 128.67 129.79 135.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.07 136.19 2.88 2.1% 1.41 1.0% 17% False True 799,500
10 139.58 136.19 3.39 2.5% 1.46 1.1% 14% False True 782,891
20 139.58 132.89 6.69 4.9% 1.49 1.1% 57% False False 833,537
40 139.58 132.89 6.69 4.9% 1.39 1.0% 57% False False 865,889
60 139.58 132.58 7.00 5.1% 1.32 1.0% 58% False False 796,235
80 139.58 128.43 11.15 8.2% 1.33 1.0% 74% False False 597,932
100 139.58 123.96 15.62 11.4% 1.21 0.9% 81% False False 478,379
120 139.58 123.28 16.30 11.9% 1.08 0.8% 82% False False 398,664
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 0.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 145.85
2.618 142.85
1.618 141.01
1.000 139.87
0.618 139.17
HIGH 138.03
0.618 137.33
0.500 137.11
0.382 136.89
LOW 136.19
0.618 135.05
1.000 134.35
1.618 133.21
2.618 131.37
4.250 128.37
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 137.11 137.60
PP 136.96 137.29
S1 136.82 136.98

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

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