Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 125.62 125.71 0.09 0.1% 127.55
High 125.98 126.64 0.66 0.5% 127.57
Low 125.41 125.64 0.23 0.2% 125.22
Close 125.62 126.35 0.73 0.6% 125.48
Range 0.57 1.00 0.43 75.4% 2.35
ATR 0.70 0.72 0.02 3.3% 0.00
Volume 765,529 1,160,638 395,109 51.6% 5,118,827
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 129.21 128.78 126.90
R3 128.21 127.78 126.63
R2 127.21 127.21 126.53
R1 126.78 126.78 126.44 127.00
PP 126.21 126.21 126.21 126.32
S1 125.78 125.78 126.26 126.00
S2 125.21 125.21 126.17
S3 124.21 124.78 126.08
S4 123.21 123.78 125.80
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 133.14 131.66 126.77
R3 130.79 129.31 126.13
R2 128.44 128.44 125.91
R1 126.96 126.96 125.70 126.53
PP 126.09 126.09 126.09 125.87
S1 124.61 124.61 125.26 124.18
S2 123.74 123.74 125.05
S3 121.39 122.26 124.83
S4 119.04 119.91 124.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.64 125.22 1.42 1.1% 0.74 0.6% 80% True False 1,039,457
10 127.57 125.22 2.35 1.9% 0.80 0.6% 48% False False 1,007,532
20 127.57 124.53 3.04 2.4% 0.71 0.6% 60% False False 974,004
40 127.57 123.28 4.29 3.4% 0.65 0.5% 72% False False 522,133
60 127.57 119.38 8.19 6.5% 0.62 0.5% 85% False False 348,556
80 127.57 119.38 8.19 6.5% 0.56 0.4% 85% False False 261,460
100 127.57 119.38 8.19 6.5% 0.47 0.4% 85% False False 209,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 130.89
2.618 129.26
1.618 128.26
1.000 127.64
0.618 127.26
HIGH 126.64
0.618 126.26
0.500 126.14
0.382 126.02
LOW 125.64
0.618 125.02
1.000 124.64
1.618 124.02
2.618 123.02
4.250 121.39
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 126.28 126.21
PP 126.21 126.07
S1 126.14 125.93

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

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