Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
138.23 |
138.00 |
-0.23 |
-0.2% |
137.28 |
| High |
138.79 |
138.03 |
-0.76 |
-0.5% |
139.07 |
| Low |
137.19 |
136.19 |
-1.00 |
-0.7% |
136.19 |
| Close |
137.93 |
136.67 |
-1.26 |
-0.9% |
136.67 |
| Range |
1.60 |
1.84 |
0.24 |
15.0% |
2.88 |
| ATR |
1.45 |
1.47 |
0.03 |
1.9% |
0.00 |
| Volume |
932,264 |
812,110 |
-120,154 |
-12.9% |
3,997,501 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.48 |
141.42 |
137.68 |
|
| R3 |
140.64 |
139.58 |
137.18 |
|
| R2 |
138.80 |
138.80 |
137.01 |
|
| R1 |
137.74 |
137.74 |
136.84 |
137.35 |
| PP |
136.96 |
136.96 |
136.96 |
136.77 |
| S1 |
135.90 |
135.90 |
136.50 |
135.51 |
| S2 |
135.12 |
135.12 |
136.33 |
|
| S3 |
133.28 |
134.06 |
136.16 |
|
| S4 |
131.44 |
132.22 |
135.66 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.95 |
144.19 |
138.25 |
|
| R3 |
143.07 |
141.31 |
137.46 |
|
| R2 |
140.19 |
140.19 |
137.20 |
|
| R1 |
138.43 |
138.43 |
136.93 |
137.87 |
| PP |
137.31 |
137.31 |
137.31 |
137.03 |
| S1 |
135.55 |
135.55 |
136.41 |
134.99 |
| S2 |
134.43 |
134.43 |
136.14 |
|
| S3 |
131.55 |
132.67 |
135.88 |
|
| S4 |
128.67 |
129.79 |
135.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.07 |
136.19 |
2.88 |
2.1% |
1.41 |
1.0% |
17% |
False |
True |
799,500 |
| 10 |
139.58 |
136.19 |
3.39 |
2.5% |
1.46 |
1.1% |
14% |
False |
True |
782,891 |
| 20 |
139.58 |
132.89 |
6.69 |
4.9% |
1.49 |
1.1% |
57% |
False |
False |
833,537 |
| 40 |
139.58 |
132.89 |
6.69 |
4.9% |
1.39 |
1.0% |
57% |
False |
False |
865,889 |
| 60 |
139.58 |
132.58 |
7.00 |
5.1% |
1.32 |
1.0% |
58% |
False |
False |
796,235 |
| 80 |
139.58 |
128.43 |
11.15 |
8.2% |
1.33 |
1.0% |
74% |
False |
False |
597,932 |
| 100 |
139.58 |
123.96 |
15.62 |
11.4% |
1.21 |
0.9% |
81% |
False |
False |
478,379 |
| 120 |
139.58 |
123.28 |
16.30 |
11.9% |
1.08 |
0.8% |
82% |
False |
False |
398,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.85 |
|
2.618 |
142.85 |
|
1.618 |
141.01 |
|
1.000 |
139.87 |
|
0.618 |
139.17 |
|
HIGH |
138.03 |
|
0.618 |
137.33 |
|
0.500 |
137.11 |
|
0.382 |
136.89 |
|
LOW |
136.19 |
|
0.618 |
135.05 |
|
1.000 |
134.35 |
|
1.618 |
133.21 |
|
2.618 |
131.37 |
|
4.250 |
128.37 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137.11 |
137.60 |
| PP |
136.96 |
137.29 |
| S1 |
136.82 |
136.98 |
|