Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
134.37 |
134.65 |
0.28 |
0.2% |
134.03 |
| High |
134.98 |
135.92 |
0.94 |
0.7% |
135.62 |
| Low |
134.04 |
134.32 |
0.28 |
0.2% |
132.99 |
| Close |
134.87 |
135.36 |
0.49 |
0.4% |
135.44 |
| Range |
0.94 |
1.60 |
0.66 |
70.2% |
2.63 |
| ATR |
1.38 |
1.40 |
0.02 |
1.1% |
0.00 |
| Volume |
1,162,745 |
420,777 |
-741,968 |
-63.8% |
4,056,483 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.00 |
139.28 |
136.24 |
|
| R3 |
138.40 |
137.68 |
135.80 |
|
| R2 |
136.80 |
136.80 |
135.65 |
|
| R1 |
136.08 |
136.08 |
135.51 |
136.44 |
| PP |
135.20 |
135.20 |
135.20 |
135.38 |
| S1 |
134.48 |
134.48 |
135.21 |
134.84 |
| S2 |
133.60 |
133.60 |
135.07 |
|
| S3 |
132.00 |
132.88 |
134.92 |
|
| S4 |
130.40 |
131.28 |
134.48 |
|
|
| 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 |
135.92 |
133.56 |
2.36 |
1.7% |
1.32 |
1.0% |
76% |
True |
False |
836,542 |
| 10 |
137.79 |
132.99 |
4.80 |
3.5% |
1.42 |
1.0% |
49% |
False |
False |
825,438 |
| 20 |
139.58 |
132.99 |
6.59 |
4.9% |
1.42 |
1.0% |
36% |
False |
False |
797,806 |
| 40 |
139.58 |
132.89 |
6.69 |
4.9% |
1.43 |
1.1% |
37% |
False |
False |
839,999 |
| 60 |
139.58 |
132.89 |
6.69 |
4.9% |
1.36 |
1.0% |
37% |
False |
False |
857,144 |
| 80 |
139.58 |
130.99 |
8.59 |
6.3% |
1.30 |
1.0% |
51% |
False |
False |
717,157 |
| 100 |
139.58 |
125.22 |
14.36 |
10.6% |
1.28 |
0.9% |
71% |
False |
False |
573,819 |
| 120 |
139.58 |
123.96 |
15.62 |
11.5% |
1.18 |
0.9% |
73% |
False |
False |
478,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.72 |
|
2.618 |
140.11 |
|
1.618 |
138.51 |
|
1.000 |
137.52 |
|
0.618 |
136.91 |
|
HIGH |
135.92 |
|
0.618 |
135.31 |
|
0.500 |
135.12 |
|
0.382 |
134.93 |
|
LOW |
134.32 |
|
0.618 |
133.33 |
|
1.000 |
132.72 |
|
1.618 |
131.73 |
|
2.618 |
130.13 |
|
4.250 |
127.52 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.28 |
135.23 |
| PP |
135.20 |
135.11 |
| S1 |
135.12 |
134.98 |
|