Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 134.37 134.65 0.28 0.2% 134.03
High 134.98 135.92 0.94 0.7% 135.62
Low 134.04 134.32 0.28 0.2% 132.99
Close 134.87 135.36 0.49 0.4% 135.44
Range 0.94 1.60 0.66 70.2% 2.63
ATR 1.38 1.40 0.02 1.1% 0.00
Volume 1,162,745 420,777 -741,968 -63.8% 4,056,483
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 140.00 139.28 136.24
R3 138.40 137.68 135.80
R2 136.80 136.80 135.65
R1 136.08 136.08 135.51 136.44
PP 135.20 135.20 135.20 135.38
S1 134.48 134.48 135.21 134.84
S2 133.60 133.60 135.07
S3 132.00 132.88 134.92
S4 130.40 131.28 134.48
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
5 135.92 133.56 2.36 1.7% 1.32 1.0% 76% True False 836,542
10 137.79 132.99 4.80 3.5% 1.42 1.0% 49% False False 825,438
20 139.58 132.99 6.59 4.9% 1.42 1.0% 36% False False 797,806
40 139.58 132.89 6.69 4.9% 1.43 1.1% 37% False False 839,999
60 139.58 132.89 6.69 4.9% 1.36 1.0% 37% False False 857,144
80 139.58 130.99 8.59 6.3% 1.30 1.0% 51% False False 717,157
100 139.58 125.22 14.36 10.6% 1.28 0.9% 71% False False 573,819
120 139.58 123.96 15.62 11.5% 1.18 0.9% 73% False False 478,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142.72
2.618 140.11
1.618 138.51
1.000 137.52
0.618 136.91
HIGH 135.92
0.618 135.31
0.500 135.12
0.382 134.93
LOW 134.32
0.618 133.33
1.000 132.72
1.618 131.73
2.618 130.13
4.250 127.52
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 135.28 135.23
PP 135.20 135.11
S1 135.12 134.98

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

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