Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
137.19 |
139.50 |
2.31 |
1.7% |
134.09 |
| High |
139.32 |
139.58 |
0.26 |
0.2% |
138.54 |
| Low |
137.08 |
137.90 |
0.82 |
0.6% |
133.98 |
| Close |
139.18 |
138.33 |
-0.85 |
-0.6% |
137.96 |
| Range |
2.24 |
1.68 |
-0.56 |
-25.0% |
4.56 |
| ATR |
1.48 |
1.50 |
0.01 |
0.9% |
0.00 |
| Volume |
1,002,802 |
861,949 |
-140,853 |
-14.0% |
4,415,637 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.64 |
142.67 |
139.25 |
|
| R3 |
141.96 |
140.99 |
138.79 |
|
| R2 |
140.28 |
140.28 |
138.64 |
|
| R1 |
139.31 |
139.31 |
138.48 |
138.96 |
| PP |
138.60 |
138.60 |
138.60 |
138.43 |
| S1 |
137.63 |
137.63 |
138.18 |
137.28 |
| S2 |
136.92 |
136.92 |
138.02 |
|
| S3 |
135.24 |
135.95 |
137.87 |
|
| S4 |
133.56 |
134.27 |
137.41 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.51 |
148.79 |
140.47 |
|
| R3 |
145.95 |
144.23 |
139.21 |
|
| R2 |
141.39 |
141.39 |
138.80 |
|
| R1 |
139.67 |
139.67 |
138.38 |
140.53 |
| PP |
136.83 |
136.83 |
136.83 |
137.26 |
| S1 |
135.11 |
135.11 |
137.54 |
135.97 |
| S2 |
132.27 |
132.27 |
137.12 |
|
| S3 |
127.71 |
130.55 |
136.71 |
|
| S4 |
123.15 |
125.99 |
135.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.58 |
136.35 |
3.23 |
2.3% |
1.54 |
1.1% |
61% |
True |
False |
804,724 |
| 10 |
139.58 |
132.89 |
6.69 |
4.8% |
1.60 |
1.2% |
81% |
True |
False |
853,832 |
| 20 |
139.58 |
132.89 |
6.69 |
4.8% |
1.47 |
1.1% |
81% |
True |
False |
879,707 |
| 40 |
139.58 |
132.89 |
6.69 |
4.8% |
1.33 |
1.0% |
81% |
True |
False |
876,846 |
| 60 |
139.58 |
132.35 |
7.23 |
5.2% |
1.29 |
0.9% |
83% |
True |
False |
721,289 |
| 80 |
139.58 |
125.22 |
14.36 |
10.4% |
1.28 |
0.9% |
91% |
True |
False |
541,126 |
| 100 |
139.58 |
123.96 |
15.62 |
11.3% |
1.16 |
0.8% |
92% |
True |
False |
432,935 |
| 120 |
139.58 |
123.28 |
16.30 |
11.8% |
1.01 |
0.7% |
92% |
True |
False |
360,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.72 |
|
2.618 |
143.98 |
|
1.618 |
142.30 |
|
1.000 |
141.26 |
|
0.618 |
140.62 |
|
HIGH |
139.58 |
|
0.618 |
138.94 |
|
0.500 |
138.74 |
|
0.382 |
138.54 |
|
LOW |
137.90 |
|
0.618 |
136.86 |
|
1.000 |
136.22 |
|
1.618 |
135.18 |
|
2.618 |
133.50 |
|
4.250 |
130.76 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138.74 |
138.33 |
| PP |
138.60 |
138.32 |
| S1 |
138.47 |
138.32 |
|