Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
134.65 |
135.52 |
0.87 |
0.6% |
134.03 |
| High |
135.92 |
135.73 |
-0.19 |
-0.1% |
135.62 |
| Low |
134.32 |
135.23 |
0.91 |
0.7% |
132.99 |
| Close |
135.36 |
135.54 |
0.18 |
0.1% |
135.44 |
| Range |
1.60 |
0.50 |
-1.10 |
-68.8% |
2.63 |
| ATR |
1.40 |
1.33 |
-0.06 |
-4.6% |
0.00 |
| Volume |
420,777 |
30,547 |
-390,230 |
-92.7% |
4,056,483 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.00 |
136.77 |
135.82 |
|
| R3 |
136.50 |
136.27 |
135.68 |
|
| R2 |
136.00 |
136.00 |
135.63 |
|
| R1 |
135.77 |
135.77 |
135.59 |
135.89 |
| PP |
135.50 |
135.50 |
135.50 |
135.56 |
| S1 |
135.27 |
135.27 |
135.49 |
135.39 |
| S2 |
135.00 |
135.00 |
135.45 |
|
| S3 |
134.50 |
134.77 |
135.40 |
|
| S4 |
134.00 |
134.27 |
135.27 |
|
|
| 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 |
134.04 |
1.88 |
1.4% |
1.09 |
0.8% |
80% |
False |
False |
667,938 |
| 10 |
135.92 |
132.99 |
2.93 |
2.2% |
1.21 |
0.9% |
87% |
False |
False |
723,971 |
| 20 |
139.58 |
132.99 |
6.59 |
4.9% |
1.33 |
1.0% |
39% |
False |
False |
749,193 |
| 40 |
139.58 |
132.89 |
6.69 |
4.9% |
1.40 |
1.0% |
40% |
False |
False |
817,584 |
| 60 |
139.58 |
132.89 |
6.69 |
4.9% |
1.34 |
1.0% |
40% |
False |
False |
838,503 |
| 80 |
139.58 |
131.85 |
7.73 |
5.7% |
1.29 |
1.0% |
48% |
False |
False |
717,506 |
| 100 |
139.58 |
125.22 |
14.36 |
10.6% |
1.28 |
0.9% |
72% |
False |
False |
574,120 |
| 120 |
139.58 |
123.96 |
15.62 |
11.5% |
1.18 |
0.9% |
74% |
False |
False |
478,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.86 |
|
2.618 |
137.04 |
|
1.618 |
136.54 |
|
1.000 |
136.23 |
|
0.618 |
136.04 |
|
HIGH |
135.73 |
|
0.618 |
135.54 |
|
0.500 |
135.48 |
|
0.382 |
135.42 |
|
LOW |
135.23 |
|
0.618 |
134.92 |
|
1.000 |
134.73 |
|
1.618 |
134.42 |
|
2.618 |
133.92 |
|
4.250 |
133.11 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.52 |
135.35 |
| PP |
135.50 |
135.17 |
| S1 |
135.48 |
134.98 |
|