Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 133.89 133.67 -0.22 -0.2% 136.84
High 134.50 135.21 0.71 0.5% 137.79
Low 133.36 133.56 0.20 0.1% 134.06
Close 133.77 135.07 1.30 1.0% 134.32
Range 1.14 1.65 0.51 44.7% 3.73
ATR 1.43 1.44 0.02 1.1% 0.00
Volume 1,000,681 873,570 -127,111 -12.7% 2,897,857
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 139.56 138.97 135.98
R3 137.91 137.32 135.52
R2 136.26 136.26 135.37
R1 135.67 135.67 135.22 135.97
PP 134.61 134.61 134.61 134.76
S1 134.02 134.02 134.92 134.32
S2 132.96 132.96 134.77
S3 131.31 132.37 134.62
S4 129.66 130.72 134.16
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
5 135.40 132.99 2.41 1.8% 1.33 1.0% 86% False False 780,005
10 138.79 132.99 5.80 4.3% 1.44 1.1% 36% False False 798,129
20 139.58 132.99 6.59 4.9% 1.46 1.1% 32% False False 790,512
40 139.58 132.89 6.69 5.0% 1.42 1.1% 33% False False 838,021
60 139.58 132.89 6.69 5.0% 1.35 1.0% 33% False False 860,794
80 139.58 130.99 8.59 6.4% 1.30 1.0% 47% False False 675,847
100 139.58 125.22 14.36 10.6% 1.25 0.9% 69% False False 540,735
120 139.58 123.96 15.62 11.6% 1.16 0.9% 71% False False 450,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 142.22
2.618 139.53
1.618 137.88
1.000 136.86
0.618 136.23
HIGH 135.21
0.618 134.58
0.500 134.39
0.382 134.19
LOW 133.56
0.618 132.54
1.000 131.91
1.618 130.89
2.618 129.24
4.250 126.55
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 134.84 134.75
PP 134.61 134.42
S1 134.39 134.10

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

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