Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 133.94 133.89 -0.05 0.0% 136.84
High 134.37 134.50 0.13 0.1% 137.79
Low 132.99 133.36 0.37 0.3% 134.06
Close 133.39 133.77 0.38 0.3% 134.32
Range 1.38 1.14 -0.24 -17.4% 3.73
ATR 1.45 1.43 -0.02 -1.5% 0.00
Volume 822,385 1,000,681 178,296 21.7% 2,897,857
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 137.30 136.67 134.40
R3 136.16 135.53 134.08
R2 135.02 135.02 133.98
R1 134.39 134.39 133.87 134.14
PP 133.88 133.88 133.88 133.75
S1 133.25 133.25 133.67 133.00
S2 132.74 132.74 133.56
S3 131.60 132.11 133.46
S4 130.46 130.97 133.14
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
5 137.79 132.99 4.80 3.6% 1.51 1.1% 16% False False 814,333
10 139.00 132.99 6.01 4.5% 1.38 1.0% 13% False False 793,528
20 139.58 132.99 6.59 4.9% 1.42 1.1% 12% False False 786,980
40 139.58 132.89 6.69 5.0% 1.42 1.1% 13% False False 840,075
60 139.58 132.89 6.69 5.0% 1.34 1.0% 13% False False 861,920
80 139.58 130.88 8.70 6.5% 1.29 1.0% 33% False False 664,941
100 139.58 125.22 14.36 10.7% 1.25 0.9% 60% False False 532,001
120 139.58 123.96 15.62 11.7% 1.15 0.9% 63% False False 443,353
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139.35
2.618 137.48
1.618 136.34
1.000 135.64
0.618 135.20
HIGH 134.50
0.618 134.06
0.500 133.93
0.382 133.80
LOW 133.36
0.618 132.66
1.000 132.22
1.618 131.52
2.618 130.38
4.250 128.52
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 133.93 133.77
PP 133.88 133.76
S1 133.82 133.76

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

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