Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
134.90 |
135.35 |
0.45 |
0.3% |
134.03 |
| High |
135.62 |
135.40 |
-0.22 |
-0.2% |
135.62 |
| Low |
134.53 |
134.06 |
-0.47 |
-0.3% |
132.99 |
| Close |
135.44 |
134.43 |
-1.01 |
-0.7% |
135.44 |
| Range |
1.09 |
1.34 |
0.25 |
22.9% |
2.63 |
| ATR |
1.42 |
1.42 |
0.00 |
-0.2% |
0.00 |
| Volume |
717,424 |
1,008,198 |
290,774 |
40.5% |
4,056,483 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.65 |
137.88 |
135.17 |
|
| R3 |
137.31 |
136.54 |
134.80 |
|
| R2 |
135.97 |
135.97 |
134.68 |
|
| R1 |
135.20 |
135.20 |
134.55 |
134.92 |
| PP |
134.63 |
134.63 |
134.63 |
134.49 |
| S1 |
133.86 |
133.86 |
134.31 |
133.58 |
| S2 |
133.29 |
133.29 |
134.18 |
|
| S3 |
131.95 |
132.52 |
134.06 |
|
| S4 |
130.61 |
131.18 |
133.69 |
|
|
| 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 |
2.0% |
1.32 |
1.0% |
55% |
False |
False |
884,451 |
| 10 |
137.79 |
132.99 |
4.80 |
3.6% |
1.34 |
1.0% |
30% |
False |
False |
796,253 |
| 20 |
139.58 |
132.99 |
6.59 |
4.9% |
1.40 |
1.0% |
22% |
False |
False |
789,572 |
| 40 |
139.58 |
132.89 |
6.69 |
5.0% |
1.41 |
1.1% |
23% |
False |
False |
833,581 |
| 60 |
139.58 |
132.89 |
6.69 |
5.0% |
1.35 |
1.0% |
23% |
False |
False |
861,703 |
| 80 |
139.58 |
130.99 |
8.59 |
6.4% |
1.28 |
1.0% |
40% |
False |
False |
697,376 |
| 100 |
139.58 |
125.22 |
14.36 |
10.7% |
1.26 |
0.9% |
64% |
False |
False |
557,985 |
| 120 |
139.58 |
123.96 |
15.62 |
11.6% |
1.17 |
0.9% |
67% |
False |
False |
465,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.10 |
|
2.618 |
138.91 |
|
1.618 |
137.57 |
|
1.000 |
136.74 |
|
0.618 |
136.23 |
|
HIGH |
135.40 |
|
0.618 |
134.89 |
|
0.500 |
134.73 |
|
0.382 |
134.57 |
|
LOW |
134.06 |
|
0.618 |
133.23 |
|
1.000 |
132.72 |
|
1.618 |
131.89 |
|
2.618 |
130.55 |
|
4.250 |
128.37 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
134.73 |
134.59 |
| PP |
134.63 |
134.54 |
| S1 |
134.53 |
134.48 |
|