Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
138.35 |
137.28 |
-1.07 |
-0.8% |
137.69 |
| High |
138.43 |
138.70 |
0.27 |
0.2% |
139.58 |
| Low |
136.92 |
137.03 |
0.11 |
0.1% |
136.92 |
| Close |
137.27 |
138.54 |
1.27 |
0.9% |
137.27 |
| Range |
1.51 |
1.67 |
0.16 |
10.6% |
2.66 |
| ATR |
1.50 |
1.51 |
0.01 |
0.8% |
0.00 |
| Volume |
547,816 |
667,168 |
119,352 |
21.8% |
3,831,410 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.10 |
142.49 |
139.46 |
|
| R3 |
141.43 |
140.82 |
139.00 |
|
| R2 |
139.76 |
139.76 |
138.85 |
|
| R1 |
139.15 |
139.15 |
138.69 |
139.46 |
| PP |
138.09 |
138.09 |
138.09 |
138.24 |
| S1 |
137.48 |
137.48 |
138.39 |
137.79 |
| S2 |
136.42 |
136.42 |
138.23 |
|
| S3 |
134.75 |
135.81 |
138.08 |
|
| S4 |
133.08 |
134.14 |
137.62 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.90 |
144.25 |
138.73 |
|
| R3 |
143.24 |
141.59 |
138.00 |
|
| R2 |
140.58 |
140.58 |
137.76 |
|
| R1 |
138.93 |
138.93 |
137.51 |
138.43 |
| PP |
137.92 |
137.92 |
137.92 |
137.67 |
| S1 |
136.27 |
136.27 |
137.03 |
135.77 |
| S2 |
135.26 |
135.26 |
136.78 |
|
| S3 |
132.60 |
133.61 |
136.54 |
|
| S4 |
129.94 |
130.95 |
135.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.58 |
136.92 |
2.66 |
1.9% |
1.66 |
1.2% |
61% |
False |
False |
762,577 |
| 10 |
139.58 |
136.35 |
3.23 |
2.3% |
1.54 |
1.1% |
68% |
False |
False |
808,619 |
| 20 |
139.58 |
132.89 |
6.69 |
4.8% |
1.47 |
1.1% |
84% |
False |
False |
849,439 |
| 40 |
139.58 |
132.89 |
6.69 |
4.8% |
1.37 |
1.0% |
84% |
False |
False |
870,692 |
| 60 |
139.58 |
132.35 |
7.23 |
5.2% |
1.30 |
0.9% |
86% |
False |
False |
741,427 |
| 80 |
139.58 |
126.34 |
13.24 |
9.6% |
1.30 |
0.9% |
92% |
False |
False |
556,310 |
| 100 |
139.58 |
123.96 |
15.62 |
11.3% |
1.18 |
0.9% |
93% |
False |
False |
445,083 |
| 120 |
139.58 |
123.28 |
16.30 |
11.8% |
1.03 |
0.7% |
94% |
False |
False |
370,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.80 |
|
2.618 |
143.07 |
|
1.618 |
141.40 |
|
1.000 |
140.37 |
|
0.618 |
139.73 |
|
HIGH |
138.70 |
|
0.618 |
138.06 |
|
0.500 |
137.87 |
|
0.382 |
137.67 |
|
LOW |
137.03 |
|
0.618 |
136.00 |
|
1.000 |
135.36 |
|
1.618 |
134.33 |
|
2.618 |
132.66 |
|
4.250 |
129.93 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138.32 |
138.44 |
| PP |
138.09 |
138.35 |
| S1 |
137.87 |
138.25 |
|