Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	137.50	134.80	-2.70	-2.0%	136.84
High	137.79	135.40	-2.39	-1.7%	137.79
Low	135.27	134.06	-1.21	-0.9%	134.06
Close	135.59	134.32	-1.27	-0.9%	134.32
Range	2.52	1.34	-1.18	-46.8%	3.73
ATR	1.47	1.48	0.00	0.3%	0.00
Volume	1,045,213	560,966	-484,247	-46.3%	2,897,857

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.61	137.81	135.06
R3	137.27	136.47	134.69
R2	135.93	135.93	134.57
R1	135.13	135.13	134.44	134.86
PP	134.59	134.59	134.59	134.46
S1	133.79	133.79	134.20	133.52
S2	133.25	133.25	134.07
S3	131.91	132.45	133.95
S4	130.57	131.11	133.58

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	146.58	144.18	136.37
R3	142.85	140.45	135.35
R2	139.12	139.12	135.00
R1	136.72	136.72	134.66	136.06
PP	135.39	135.39	135.39	135.06
S1	132.99	132.99	133.98	132.33
S2	131.66	131.66	133.64
S3	127.93	129.26	133.29
S4	124.20	125.53	132.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.03	134.06	3.97	3.0%	1.49	1.1%	7%	False	True	741,993
10	139.07	134.06	5.01	3.7%	1.42	1.1%	5%	False	True	744,317
20	139.58	132.89	6.69	5.0%	1.51	1.1%	21%	False	False	799,075
40	139.58	132.89	6.69	5.0%	1.41	1.1%	21%	False	False	840,112
60	139.58	132.64	6.94	5.2%	1.34	1.0%	24%	False	False	841,795
80	139.58	129.19	10.39	7.7%	1.35	1.0%	49%	False	False	634,137
100	139.58	124.60	14.98	11.2%	1.25	0.9%	65%	False	False	507,352
120	139.58	123.96	15.62	11.6%	1.12	0.8%	66%	False	False	422,809

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141.10
2.618	138.91
1.618	137.57
1.000	136.74
0.618	136.23
HIGH	135.40
0.618	134.89
0.500	134.73
0.382	134.57
LOW	134.06
0.618	133.23
1.000	132.72
1.618	131.89
2.618	130.55
4.250	128.37

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	134.73	135.93
PP	134.59	135.39
S1	134.46	134.86

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