Euro Bund Future March 2012
| 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 |
134.50 |
134.81 |
0.31 |
0.2% |
134.10 |
| High |
135.18 |
136.21 |
1.03 |
0.8% |
135.71 |
| Low |
134.15 |
134.54 |
0.39 |
0.3% |
132.87 |
| Close |
135.03 |
135.69 |
0.66 |
0.5% |
135.61 |
| Range |
1.03 |
1.67 |
0.64 |
62.1% |
2.84 |
| ATR |
1.40 |
1.42 |
0.02 |
1.4% |
0.00 |
| Volume |
732,945 |
866,067 |
133,122 |
18.2% |
382,182 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.49 |
139.76 |
136.61 |
|
| R3 |
138.82 |
138.09 |
136.15 |
|
| R2 |
137.15 |
137.15 |
136.00 |
|
| R1 |
136.42 |
136.42 |
135.84 |
136.79 |
| PP |
135.48 |
135.48 |
135.48 |
135.66 |
| S1 |
134.75 |
134.75 |
135.54 |
135.12 |
| S2 |
133.81 |
133.81 |
135.38 |
|
| S3 |
132.14 |
133.08 |
135.23 |
|
| S4 |
130.47 |
131.41 |
134.77 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.25 |
142.27 |
137.17 |
|
| R3 |
140.41 |
139.43 |
136.39 |
|
| R2 |
137.57 |
137.57 |
136.13 |
|
| R1 |
136.59 |
136.59 |
135.87 |
137.08 |
| PP |
134.73 |
134.73 |
134.73 |
134.98 |
| S1 |
133.75 |
133.75 |
135.35 |
134.24 |
| S2 |
131.89 |
131.89 |
135.09 |
|
| S3 |
129.05 |
130.91 |
134.83 |
|
| S4 |
126.21 |
128.07 |
134.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.21 |
133.50 |
2.71 |
2.0% |
1.39 |
1.0% |
81% |
True |
False |
475,228 |
| 10 |
136.21 |
132.87 |
3.34 |
2.5% |
1.33 |
1.0% |
84% |
True |
False |
252,783 |
| 20 |
139.65 |
132.87 |
6.78 |
5.0% |
1.34 |
1.0% |
42% |
False |
False |
129,571 |
| 40 |
139.65 |
132.87 |
6.78 |
5.0% |
1.34 |
1.0% |
42% |
False |
False |
65,095 |
| 60 |
139.77 |
132.87 |
6.90 |
5.1% |
1.24 |
0.9% |
41% |
False |
False |
43,441 |
| 80 |
139.77 |
132.87 |
6.90 |
5.1% |
1.04 |
0.8% |
41% |
False |
False |
32,606 |
| 100 |
139.77 |
125.69 |
14.08 |
10.4% |
0.83 |
0.6% |
71% |
False |
False |
26,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.31 |
|
2.618 |
140.58 |
|
1.618 |
138.91 |
|
1.000 |
137.88 |
|
0.618 |
137.24 |
|
HIGH |
136.21 |
|
0.618 |
135.57 |
|
0.500 |
135.38 |
|
0.382 |
135.18 |
|
LOW |
134.54 |
|
0.618 |
133.51 |
|
1.000 |
132.87 |
|
1.618 |
131.84 |
|
2.618 |
130.17 |
|
4.250 |
127.44 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.59 |
135.52 |
| PP |
135.48 |
135.34 |
| S1 |
135.38 |
135.17 |
|