Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 138.00 136.84 -1.16 -0.8% 137.28
High 138.03 137.70 -0.33 -0.2% 139.07
Low 136.19 136.68 0.49 0.4% 136.19
Close 136.67 137.11 0.44 0.3% 136.67
Range 1.84 1.02 -0.82 -44.6% 2.88
ATR 1.47 1.44 -0.03 -2.2% 0.00
Volume 812,110 598,221 -213,889 -26.3% 3,997,501
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 140.22 139.69 137.67
R3 139.20 138.67 137.39
R2 138.18 138.18 137.30
R1 137.65 137.65 137.20 137.92
PP 137.16 137.16 137.16 137.30
S1 136.63 136.63 137.02 136.90
S2 136.14 136.14 136.92
S3 135.12 135.61 136.83
S4 134.10 134.59 136.55
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% 1.28 0.9% 32% False False 785,710
10 139.58 136.19 3.39 2.5% 1.47 1.1% 27% False False 774,144
20 139.58 132.89 6.69 4.9% 1.49 1.1% 63% False False 829,350
40 139.58 132.89 6.69 4.9% 1.38 1.0% 63% False False 857,284
60 139.58 132.58 7.00 5.1% 1.32 1.0% 65% False False 806,027
80 139.58 128.62 10.96 8.0% 1.33 1.0% 77% False False 605,407
100 139.58 124.20 15.38 11.2% 1.22 0.9% 84% False False 484,357
120 139.58 123.28 16.30 11.9% 1.09 0.8% 85% False False 403,649
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142.04
2.618 140.37
1.618 139.35
1.000 138.72
0.618 138.33
HIGH 137.70
0.618 137.31
0.500 137.19
0.382 137.07
LOW 136.68
0.618 136.05
1.000 135.66
1.618 135.03
2.618 134.01
4.250 132.35
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 137.19 137.49
PP 137.16 137.36
S1 137.14 137.24

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

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