Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
133.67 |
134.90 |
1.23 |
0.9% |
134.03 |
| High |
135.21 |
135.62 |
0.41 |
0.3% |
135.62 |
| Low |
133.56 |
134.53 |
0.97 |
0.7% |
132.99 |
| Close |
135.07 |
135.44 |
0.37 |
0.3% |
135.44 |
| Range |
1.65 |
1.09 |
-0.56 |
-33.9% |
2.63 |
| ATR |
1.44 |
1.42 |
-0.03 |
-1.7% |
0.00 |
| Volume |
873,570 |
717,424 |
-156,146 |
-17.9% |
4,056,483 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.47 |
138.04 |
136.04 |
|
| R3 |
137.38 |
136.95 |
135.74 |
|
| R2 |
136.29 |
136.29 |
135.64 |
|
| R1 |
135.86 |
135.86 |
135.54 |
136.08 |
| PP |
135.20 |
135.20 |
135.20 |
135.30 |
| S1 |
134.77 |
134.77 |
135.34 |
134.99 |
| S2 |
134.11 |
134.11 |
135.24 |
|
| S3 |
133.02 |
133.68 |
135.14 |
|
| S4 |
131.93 |
132.59 |
134.84 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.57 |
141.64 |
136.89 |
|
| R3 |
139.94 |
139.01 |
136.16 |
|
| R2 |
137.31 |
137.31 |
135.92 |
|
| R1 |
136.38 |
136.38 |
135.68 |
136.85 |
| PP |
134.68 |
134.68 |
134.68 |
134.92 |
| S1 |
133.75 |
133.75 |
135.20 |
134.22 |
| S2 |
132.05 |
132.05 |
134.96 |
|
| S3 |
129.42 |
131.12 |
134.72 |
|
| S4 |
126.79 |
128.49 |
133.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.62 |
132.99 |
2.63 |
1.9% |
1.28 |
0.9% |
93% |
True |
False |
811,296 |
| 10 |
138.03 |
132.99 |
5.04 |
3.7% |
1.39 |
1.0% |
49% |
False |
False |
776,645 |
| 20 |
139.58 |
132.99 |
6.59 |
4.9% |
1.41 |
1.0% |
37% |
False |
False |
776,164 |
| 40 |
139.58 |
132.89 |
6.69 |
4.9% |
1.41 |
1.0% |
38% |
False |
False |
827,751 |
| 60 |
139.58 |
132.89 |
6.69 |
4.9% |
1.35 |
1.0% |
38% |
False |
False |
859,023 |
| 80 |
139.58 |
130.99 |
8.59 |
6.3% |
1.29 |
0.9% |
52% |
False |
False |
684,796 |
| 100 |
139.58 |
125.22 |
14.36 |
10.6% |
1.25 |
0.9% |
71% |
False |
False |
547,904 |
| 120 |
139.58 |
123.96 |
15.62 |
11.5% |
1.16 |
0.9% |
73% |
False |
False |
456,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.25 |
|
2.618 |
138.47 |
|
1.618 |
137.38 |
|
1.000 |
136.71 |
|
0.618 |
136.29 |
|
HIGH |
135.62 |
|
0.618 |
135.20 |
|
0.500 |
135.08 |
|
0.382 |
134.95 |
|
LOW |
134.53 |
|
0.618 |
133.86 |
|
1.000 |
133.44 |
|
1.618 |
132.77 |
|
2.618 |
131.68 |
|
4.250 |
129.90 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.32 |
135.12 |
| PP |
135.20 |
134.81 |
| S1 |
135.08 |
134.49 |
|