Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
134.81 |
135.74 |
0.93 |
0.7% |
134.10 |
| High |
136.21 |
137.00 |
0.79 |
0.6% |
135.71 |
| Low |
134.54 |
135.18 |
0.64 |
0.5% |
132.87 |
| Close |
135.69 |
136.91 |
1.22 |
0.9% |
135.61 |
| Range |
1.67 |
1.82 |
0.15 |
9.0% |
2.84 |
| ATR |
1.42 |
1.45 |
0.03 |
2.0% |
0.00 |
| Volume |
866,067 |
671,627 |
-194,440 |
-22.5% |
382,182 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.82 |
141.19 |
137.91 |
|
| R3 |
140.00 |
139.37 |
137.41 |
|
| R2 |
138.18 |
138.18 |
137.24 |
|
| R1 |
137.55 |
137.55 |
137.08 |
137.87 |
| PP |
136.36 |
136.36 |
136.36 |
136.52 |
| S1 |
135.73 |
135.73 |
136.74 |
136.05 |
| S2 |
134.54 |
134.54 |
136.58 |
|
| S3 |
132.72 |
133.91 |
136.41 |
|
| S4 |
130.90 |
132.09 |
135.91 |
|
|
| 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 |
137.00 |
134.13 |
2.87 |
2.1% |
1.40 |
1.0% |
97% |
True |
False |
583,962 |
| 10 |
137.00 |
132.87 |
4.13 |
3.0% |
1.39 |
1.0% |
98% |
True |
False |
318,517 |
| 20 |
139.33 |
132.87 |
6.46 |
4.7% |
1.36 |
1.0% |
63% |
False |
False |
162,985 |
| 40 |
139.65 |
132.87 |
6.78 |
5.0% |
1.35 |
1.0% |
60% |
False |
False |
81,880 |
| 60 |
139.77 |
132.87 |
6.90 |
5.0% |
1.25 |
0.9% |
59% |
False |
False |
54,625 |
| 80 |
139.77 |
132.87 |
6.90 |
5.0% |
1.06 |
0.8% |
59% |
False |
False |
41,000 |
| 100 |
139.77 |
126.37 |
13.40 |
9.8% |
0.85 |
0.6% |
79% |
False |
False |
32,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.74 |
|
2.618 |
141.76 |
|
1.618 |
139.94 |
|
1.000 |
138.82 |
|
0.618 |
138.12 |
|
HIGH |
137.00 |
|
0.618 |
136.30 |
|
0.500 |
136.09 |
|
0.382 |
135.88 |
|
LOW |
135.18 |
|
0.618 |
134.06 |
|
1.000 |
133.36 |
|
1.618 |
132.24 |
|
2.618 |
130.42 |
|
4.250 |
127.45 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136.64 |
136.47 |
| PP |
136.36 |
136.02 |
| S1 |
136.09 |
135.58 |
|