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

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

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