Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
134.03 |
133.94 |
-0.09 |
-0.1% |
136.84 |
| High |
134.52 |
134.37 |
-0.15 |
-0.1% |
137.79 |
| Low |
133.36 |
132.99 |
-0.37 |
-0.3% |
134.06 |
| Close |
134.34 |
133.39 |
-0.95 |
-0.7% |
134.32 |
| Range |
1.16 |
1.38 |
0.22 |
19.0% |
3.73 |
| ATR |
1.46 |
1.45 |
-0.01 |
-0.4% |
0.00 |
| Volume |
642,423 |
822,385 |
179,962 |
28.0% |
2,897,857 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.72 |
136.94 |
134.15 |
|
| R3 |
136.34 |
135.56 |
133.77 |
|
| R2 |
134.96 |
134.96 |
133.64 |
|
| R1 |
134.18 |
134.18 |
133.52 |
133.88 |
| PP |
133.58 |
133.58 |
133.58 |
133.44 |
| S1 |
132.80 |
132.80 |
133.26 |
132.50 |
| S2 |
132.20 |
132.20 |
133.14 |
|
| S3 |
130.82 |
131.42 |
133.01 |
|
| S4 |
129.44 |
130.04 |
132.63 |
|
|
| 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 |
137.79 |
132.99 |
4.80 |
3.6% |
1.43 |
1.1% |
8% |
False |
True |
752,888 |
| 10 |
139.07 |
132.99 |
6.08 |
4.6% |
1.35 |
1.0% |
7% |
False |
True |
769,299 |
| 20 |
139.58 |
132.99 |
6.59 |
4.9% |
1.44 |
1.1% |
6% |
False |
True |
788,959 |
| 40 |
139.58 |
132.89 |
6.69 |
5.0% |
1.41 |
1.1% |
7% |
False |
False |
839,329 |
| 60 |
139.58 |
132.89 |
6.69 |
5.0% |
1.34 |
1.0% |
7% |
False |
False |
860,646 |
| 80 |
139.58 |
129.38 |
10.20 |
7.6% |
1.31 |
1.0% |
39% |
False |
False |
652,433 |
| 100 |
139.58 |
125.22 |
14.36 |
10.8% |
1.26 |
0.9% |
57% |
False |
False |
521,995 |
| 120 |
139.58 |
123.96 |
15.62 |
11.7% |
1.14 |
0.9% |
60% |
False |
False |
435,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.24 |
|
2.618 |
137.98 |
|
1.618 |
136.60 |
|
1.000 |
135.75 |
|
0.618 |
135.22 |
|
HIGH |
134.37 |
|
0.618 |
133.84 |
|
0.500 |
133.68 |
|
0.382 |
133.52 |
|
LOW |
132.99 |
|
0.618 |
132.14 |
|
1.000 |
131.61 |
|
1.618 |
130.76 |
|
2.618 |
129.38 |
|
4.250 |
127.13 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
133.68 |
134.20 |
| PP |
133.58 |
133.93 |
| S1 |
133.49 |
133.66 |
|