Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	138.91	138.23	-0.68	-0.5%	137.69
High	139.00	138.79	-0.21	-0.2%	139.58
Low	137.92	137.19	-0.73	-0.5%	136.92
Close	138.35	137.93	-0.42	-0.3%	137.27
Range	1.08	1.60	0.52	48.1%	2.66
ATR	1.44	1.45	0.01	0.8%	0.00
Volume	827,563	932,264	104,701	12.7%	3,831,410

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.77	141.95	138.81
R3	141.17	140.35	138.37
R2	139.57	139.57	138.22
R1	138.75	138.75	138.08	138.36
PP	137.97	137.97	137.97	137.78
S1	137.15	137.15	137.78	136.76
S2	136.37	136.37	137.64
S3	134.77	135.55	137.49
S4	133.17	133.95	137.05

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	139.07	136.92	2.15	1.6%	1.34	1.0%	47%	False	False	746,641
10	139.58	136.35	3.23	2.3%	1.44	1.0%	49%	False	False	775,683
20	139.58	132.89	6.69	4.9%	1.47	1.1%	75%	False	False	830,015
40	139.58	132.89	6.69	4.9%	1.39	1.0%	75%	False	False	868,012
60	139.58	132.35	7.23	5.2%	1.31	1.0%	77%	False	False	782,868
80	139.58	127.91	11.67	8.5%	1.31	1.0%	86%	False	False	587,782
100	139.58	123.96	15.62	11.3%	1.20	0.9%	89%	False	False	470,259
120	139.58	123.28	16.30	11.8%	1.06	0.8%	90%	False	False	391,897

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	145.59
2.618	142.98
1.618	141.38
1.000	140.39
0.618	139.78
HIGH	138.79
0.618	138.18
0.500	137.99
0.382	137.80
LOW	137.19
0.618	136.20
1.000	135.59
1.618	134.60
2.618	133.00
4.250	130.39

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	137.99	138.13
PP	137.97	138.06
S1	137.95	138.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols