Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
135.35 |
134.37 |
-0.98 |
-0.7% |
134.03 |
| High |
135.40 |
134.98 |
-0.42 |
-0.3% |
135.62 |
| Low |
134.06 |
134.04 |
-0.02 |
0.0% |
132.99 |
| Close |
134.43 |
134.87 |
0.44 |
0.3% |
135.44 |
| Range |
1.34 |
0.94 |
-0.40 |
-29.9% |
2.63 |
| ATR |
1.42 |
1.38 |
-0.03 |
-2.4% |
0.00 |
| Volume |
1,008,198 |
1,162,745 |
154,547 |
15.3% |
4,056,483 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.45 |
137.10 |
135.39 |
|
| R3 |
136.51 |
136.16 |
135.13 |
|
| R2 |
135.57 |
135.57 |
135.04 |
|
| R1 |
135.22 |
135.22 |
134.96 |
135.40 |
| PP |
134.63 |
134.63 |
134.63 |
134.72 |
| S1 |
134.28 |
134.28 |
134.78 |
134.46 |
| S2 |
133.69 |
133.69 |
134.70 |
|
| S3 |
132.75 |
133.34 |
134.61 |
|
| S4 |
131.81 |
132.40 |
134.35 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.57 |
141.64 |
136.89 |
|
| R3 |
139.94 |
139.01 |
136.16 |
|
| R2 |
137.31 |
137.31 |
135.92 |
|
| R1 |
136.38 |
136.38 |
135.68 |
136.85 |
| PP |
134.68 |
134.68 |
134.68 |
134.92 |
| S1 |
133.75 |
133.75 |
135.20 |
134.22 |
| S2 |
132.05 |
132.05 |
134.96 |
|
| S3 |
129.42 |
131.12 |
134.72 |
|
| S4 |
126.79 |
128.49 |
133.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.62 |
133.36 |
2.26 |
1.7% |
1.23 |
0.9% |
67% |
False |
False |
952,523 |
| 10 |
137.79 |
132.99 |
4.80 |
3.6% |
1.33 |
1.0% |
39% |
False |
False |
852,706 |
| 20 |
139.58 |
132.99 |
6.59 |
4.9% |
1.40 |
1.0% |
29% |
False |
False |
813,425 |
| 40 |
139.58 |
132.89 |
6.69 |
5.0% |
1.40 |
1.0% |
30% |
False |
False |
846,841 |
| 60 |
139.58 |
132.89 |
6.69 |
5.0% |
1.35 |
1.0% |
30% |
False |
False |
868,077 |
| 80 |
139.58 |
130.99 |
8.59 |
6.4% |
1.28 |
1.0% |
45% |
False |
False |
711,903 |
| 100 |
139.58 |
125.22 |
14.36 |
10.6% |
1.27 |
0.9% |
67% |
False |
False |
569,612 |
| 120 |
139.58 |
123.96 |
15.62 |
11.6% |
1.17 |
0.9% |
70% |
False |
False |
474,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.98 |
|
2.618 |
137.44 |
|
1.618 |
136.50 |
|
1.000 |
135.92 |
|
0.618 |
135.56 |
|
HIGH |
134.98 |
|
0.618 |
134.62 |
|
0.500 |
134.51 |
|
0.382 |
134.40 |
|
LOW |
134.04 |
|
0.618 |
133.46 |
|
1.000 |
133.10 |
|
1.618 |
132.52 |
|
2.618 |
131.58 |
|
4.250 |
130.05 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
134.75 |
134.86 |
| PP |
134.63 |
134.84 |
| S1 |
134.51 |
134.83 |
|