Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 135.35 134.37 -0.98 -0.7% 134.03
High 135.40 134.98 -0.42 -0.3% 135.62
Low 134.06 134.04 -0.02 0.0% 132.99
Close 134.43 134.87 0.44 0.3% 135.44
Range 1.34 0.94 -0.40 -29.9% 2.63
ATR 1.42 1.38 -0.03 -2.4% 0.00
Volume 1,008,198 1,162,745 154,547 15.3% 4,056,483
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 137.45 137.10 135.39
R3 136.51 136.16 135.13
R2 135.57 135.57 135.04
R1 135.22 135.22 134.96 135.40
PP 134.63 134.63 134.63 134.72
S1 134.28 134.28 134.78 134.46
S2 133.69 133.69 134.70
S3 132.75 133.34 134.61
S4 131.81 132.40 134.35
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
5 135.62 133.36 2.26 1.7% 1.23 0.9% 67% False False 952,523
10 137.79 132.99 4.80 3.6% 1.33 1.0% 39% False False 852,706
20 139.58 132.99 6.59 4.9% 1.40 1.0% 29% False False 813,425
40 139.58 132.89 6.69 5.0% 1.40 1.0% 30% False False 846,841
60 139.58 132.89 6.69 5.0% 1.35 1.0% 30% False False 868,077
80 139.58 130.99 8.59 6.4% 1.28 1.0% 45% False False 711,903
100 139.58 125.22 14.36 10.6% 1.27 0.9% 67% False False 569,612
120 139.58 123.96 15.62 11.6% 1.17 0.9% 70% False False 474,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 138.98
2.618 137.44
1.618 136.50
1.000 135.92
0.618 135.56
HIGH 134.98
0.618 134.62
0.500 134.51
0.382 134.40
LOW 134.04
0.618 133.46
1.000 133.10
1.618 132.52
2.618 131.58
4.250 130.05
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 134.75 134.86
PP 134.63 134.84
S1 134.51 134.83

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

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