Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 137.15 137.50 0.35 0.3% 137.28
High 137.48 137.79 0.31 0.2% 139.07
Low 136.73 135.27 -1.46 -1.1% 136.19
Close 137.30 135.59 -1.71 -1.2% 136.67
Range 0.75 2.52 1.77 236.0% 2.88
ATR 1.39 1.47 0.08 5.8% 0.00
Volume 693,457 1,045,213 351,756 50.7% 3,997,501
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 143.78 142.20 136.98
R3 141.26 139.68 136.28
R2 138.74 138.74 136.05
R1 137.16 137.16 135.82 136.69
PP 136.22 136.22 136.22 135.98
S1 134.64 134.64 135.36 134.17
S2 133.70 133.70 135.13
S3 131.18 132.12 134.90
S4 128.66 129.60 134.20
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
5 138.79 135.27 3.52 2.6% 1.55 1.1% 9% False True 816,253
10 139.58 135.27 4.31 3.2% 1.45 1.1% 7% False True 774,415
20 139.58 132.89 6.69 4.9% 1.52 1.1% 40% False False 822,988
40 139.58 132.89 6.69 4.9% 1.40 1.0% 40% False False 845,679
60 139.58 132.64 6.94 5.1% 1.34 1.0% 43% False False 833,326
80 139.58 129.19 10.39 7.7% 1.34 1.0% 62% False False 627,130
100 139.58 124.48 15.10 11.1% 1.25 0.9% 74% False False 501,743
120 139.58 123.69 15.89 11.7% 1.11 0.8% 75% False False 418,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 148.50
2.618 144.39
1.618 141.87
1.000 140.31
0.618 139.35
HIGH 137.79
0.618 136.83
0.500 136.53
0.382 136.23
LOW 135.27
0.618 133.71
1.000 132.75
1.618 131.19
2.618 128.67
4.250 124.56
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 136.53 136.53
PP 136.22 136.22
S1 135.90 135.90

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

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