Euro Bund Future March 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 133.61 134.88 1.27 1.0% 134.10
High 135.24 135.71 0.47 0.3% 135.71
Low 133.50 134.57 1.07 0.8% 132.87
Close 134.92 135.61 0.69 0.5% 135.61
Range 1.74 1.14 -0.60 -34.5% 2.84
ATR 1.44 1.42 -0.02 -1.5% 0.00
Volume 127,953 131,501 3,548 2.8% 382,182
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 138.72 138.30 136.24
R3 137.58 137.16 135.92
R2 136.44 136.44 135.82
R1 136.02 136.02 135.71 136.23
PP 135.30 135.30 135.30 135.40
S1 134.88 134.88 135.51 135.09
S2 134.16 134.16 135.40
S3 133.02 133.74 135.30
S4 131.88 132.60 134.98
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 143.25 142.27 137.17
R3 140.41 139.43 136.39
R2 137.57 137.57 136.13
R1 136.59 136.59 135.87 137.08
PP 134.73 134.73 134.73 134.98
S1 133.75 133.75 135.35 134.24
S2 131.89 131.89 135.09
S3 129.05 130.91 134.83
S4 126.21 128.07 134.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.71 132.87 2.84 2.1% 1.34 1.0% 96% True False 76,436
10 137.93 132.87 5.06 3.7% 1.34 1.0% 54% False False 43,943
20 139.65 132.87 6.78 5.0% 1.32 1.0% 40% False False 23,985
40 139.65 132.87 6.78 5.0% 1.32 1.0% 40% False False 12,187
60 139.77 132.87 6.90 5.1% 1.22 0.9% 40% False False 8,177
80 139.77 131.93 7.84 5.8% 0.99 0.7% 47% False False 6,150
100 139.77 125.69 14.08 10.4% 0.79 0.6% 70% False False 4,936
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.56
2.618 138.69
1.618 137.55
1.000 136.85
0.618 136.41
HIGH 135.71
0.618 135.27
0.500 135.14
0.382 135.01
LOW 134.57
0.618 133.87
1.000 133.43
1.618 132.73
2.618 131.59
4.250 129.73
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 135.45 135.25
PP 135.30 134.88
S1 135.14 134.52

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

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