Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 134.80 134.03 -0.77 -0.6% 136.84
High 135.40 134.52 -0.88 -0.6% 137.79
Low 134.06 133.36 -0.70 -0.5% 134.06
Close 134.32 134.34 0.02 0.0% 134.32
Range 1.34 1.16 -0.18 -13.4% 3.73
ATR 1.48 1.46 -0.02 -1.5% 0.00
Volume 560,966 642,423 81,457 14.5% 2,897,857
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 137.55 137.11 134.98
R3 136.39 135.95 134.66
R2 135.23 135.23 134.55
R1 134.79 134.79 134.45 135.01
PP 134.07 134.07 134.07 134.19
S1 133.63 133.63 134.23 133.85
S2 132.91 132.91 134.13
S3 131.75 132.47 134.02
S4 130.59 131.31 133.70
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 146.58 144.18 136.37
R3 142.85 140.45 135.35
R2 139.12 139.12 135.00
R1 136.72 136.72 134.66 136.06
PP 135.39 135.39 135.39 135.06
S1 132.99 132.99 133.98 132.33
S2 131.66 131.66 133.64
S3 127.93 129.26 133.29
S4 124.20 125.53 132.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.79 133.36 4.43 3.3% 1.36 1.0% 22% False True 708,056
10 139.07 133.36 5.71 4.3% 1.38 1.0% 17% False True 753,778
20 139.58 133.36 6.22 4.6% 1.51 1.1% 16% False True 789,241
40 139.58 132.89 6.69 5.0% 1.41 1.0% 22% False False 834,201
60 139.58 132.89 6.69 5.0% 1.34 1.0% 22% False False 850,058
80 139.58 129.19 10.39 7.7% 1.34 1.0% 50% False False 642,158
100 139.58 125.14 14.44 10.7% 1.26 0.9% 64% False False 513,776
120 139.58 123.96 15.62 11.6% 1.13 0.8% 66% False False 428,162
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139.45
2.618 137.56
1.618 136.40
1.000 135.68
0.618 135.24
HIGH 134.52
0.618 134.08
0.500 133.94
0.382 133.80
LOW 133.36
0.618 132.64
1.000 132.20
1.618 131.48
2.618 130.32
4.250 128.43
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 134.21 135.58
PP 134.07 135.16
S1 133.94 134.75

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

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