Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 24-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
24-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
137.48 |
135.56 |
-1.92 |
-1.4% |
137.33 |
| High |
137.93 |
135.56 |
-2.37 |
-1.7% |
139.33 |
| Low |
135.36 |
134.36 |
-1.00 |
-0.7% |
136.39 |
| Close |
135.91 |
135.09 |
-0.82 |
-0.6% |
136.65 |
| Range |
2.57 |
1.20 |
-1.37 |
-53.3% |
2.94 |
| ATR |
1.46 |
1.46 |
0.01 |
0.5% |
0.00 |
| Volume |
13,652 |
14,290 |
638 |
4.7% |
30,696 |
|
| Daily Pivots for day following 24-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.60 |
138.05 |
135.75 |
|
| R3 |
137.40 |
136.85 |
135.42 |
|
| R2 |
136.20 |
136.20 |
135.31 |
|
| R1 |
135.65 |
135.65 |
135.20 |
135.33 |
| PP |
135.00 |
135.00 |
135.00 |
134.84 |
| S1 |
134.45 |
134.45 |
134.98 |
134.13 |
| S2 |
133.80 |
133.80 |
134.87 |
|
| S3 |
132.60 |
133.25 |
134.76 |
|
| S4 |
131.40 |
132.05 |
134.43 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.28 |
144.40 |
138.27 |
|
| R3 |
143.34 |
141.46 |
137.46 |
|
| R2 |
140.40 |
140.40 |
137.19 |
|
| R1 |
138.52 |
138.52 |
136.92 |
137.99 |
| PP |
137.46 |
137.46 |
137.46 |
137.19 |
| S1 |
135.58 |
135.58 |
136.38 |
135.05 |
| S2 |
134.52 |
134.52 |
136.11 |
|
| S3 |
131.58 |
132.64 |
135.84 |
|
| S4 |
128.64 |
129.70 |
135.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.07 |
134.36 |
3.71 |
2.7% |
1.41 |
1.0% |
20% |
False |
True |
9,774 |
| 10 |
139.33 |
134.36 |
4.97 |
3.7% |
1.34 |
1.0% |
15% |
False |
True |
7,453 |
| 20 |
139.65 |
133.08 |
6.57 |
4.9% |
1.40 |
1.0% |
31% |
False |
False |
4,365 |
| 40 |
139.65 |
133.08 |
6.57 |
4.9% |
1.29 |
1.0% |
31% |
False |
False |
2,288 |
| 60 |
139.77 |
133.08 |
6.69 |
5.0% |
1.18 |
0.9% |
30% |
False |
False |
1,579 |
| 80 |
139.77 |
131.36 |
8.41 |
6.2% |
0.89 |
0.7% |
44% |
False |
False |
1,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.66 |
|
2.618 |
138.70 |
|
1.618 |
137.50 |
|
1.000 |
136.76 |
|
0.618 |
136.30 |
|
HIGH |
135.56 |
|
0.618 |
135.10 |
|
0.500 |
134.96 |
|
0.382 |
134.82 |
|
LOW |
134.36 |
|
0.618 |
133.62 |
|
1.000 |
133.16 |
|
1.618 |
132.42 |
|
2.618 |
131.22 |
|
4.250 |
129.26 |
|
|
| Fisher Pivots for day following 24-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.05 |
136.15 |
| PP |
135.00 |
135.79 |
| S1 |
134.96 |
135.44 |
|