Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	138.60	138.91	0.31	0.2%	137.69
High	139.07	139.00	-0.07	-0.1%	139.58
Low	138.23	137.92	-0.31	-0.2%	136.92
Close	138.43	138.35	-0.08	-0.1%	137.27
Range	0.84	1.08	0.24	28.6%	2.66
ATR	1.46	1.44	-0.03	-1.9%	0.00
Volume	758,396	827,563	69,167	9.1%	3,831,410

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.66	141.09	138.94
R3	140.58	140.01	138.65
R2	139.50	139.50	138.55
R1	138.93	138.93	138.45	138.68
PP	138.42	138.42	138.42	138.30
S1	137.85	137.85	138.25	137.60
S2	137.34	137.34	138.15
S3	136.26	136.77	138.05
S4	135.18	135.69	137.76

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%	1.36	1.0%	54%	False	False	732,578
10	139.58	136.35	3.23	2.3%	1.47	1.1%	62%	False	False	782,895
20	139.58	132.89	6.69	4.8%	1.45	1.0%	82%	False	False	832,650
40	139.58	132.89	6.69	4.8%	1.37	1.0%	82%	False	False	870,277
60	139.58	132.35	7.23	5.2%	1.30	0.9%	83%	False	False	767,484
80	139.58	127.50	12.08	8.7%	1.30	0.9%	90%	False	False	576,131
100	139.58	123.96	15.62	11.3%	1.19	0.9%	92%	False	False	460,938
120	139.58	123.28	16.30	11.8%	1.05	0.8%	92%	False	False	384,128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.59
2.618	141.83
1.618	140.75
1.000	140.08
0.618	139.67
HIGH	139.00
0.618	138.59
0.500	138.46
0.382	138.33
LOW	137.92
0.618	137.25
1.000	136.84
1.618	136.17
2.618	135.09
4.250	133.33

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	138.46	138.25
PP	138.42	138.15
S1	138.39	138.05

Download as Excel Spreadsheet

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

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