Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 126.03 127.50 1.47 1.2% 125.62
High 127.50 129.36 1.86 1.5% 127.50
Low 125.85 127.36 1.51 1.2% 125.41
Close 127.43 129.10 1.67 1.3% 127.43
Range 1.65 2.00 0.35 21.2% 2.09
ATR 0.79 0.87 0.09 11.0% 0.00
Volume 1,144,764 1,339,959 195,195 17.1% 4,245,502
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 134.61 133.85 130.20
R3 132.61 131.85 129.65
R2 130.61 130.61 129.47
R1 129.85 129.85 129.28 130.23
PP 128.61 128.61 128.61 128.80
S1 127.85 127.85 128.92 128.23
S2 126.61 126.61 128.73
S3 124.61 125.85 128.55
S4 122.61 123.85 128.00
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 133.05 132.33 128.58
R3 130.96 130.24 128.00
R2 128.87 128.87 127.81
R1 128.15 128.15 127.62 128.51
PP 126.78 126.78 126.78 126.96
S1 126.06 126.06 127.24 126.42
S2 124.69 124.69 127.05
S3 122.60 123.97 126.86
S4 120.51 121.88 126.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.36 125.41 3.95 3.1% 1.19 0.9% 93% True False 1,117,092
10 129.36 125.22 4.14 3.2% 0.98 0.8% 94% True False 1,070,428
20 129.36 125.22 4.14 3.2% 0.82 0.6% 94% True False 1,016,766
40 129.36 123.49 5.87 4.5% 0.72 0.6% 96% True False 613,139
60 129.36 119.74 9.62 7.5% 0.67 0.5% 97% True False 409,489
80 129.36 119.38 9.98 7.7% 0.60 0.5% 97% True False 307,194
100 129.36 119.38 9.98 7.7% 0.51 0.4% 97% True False 245,775
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 0.16
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 137.86
2.618 134.60
1.618 132.60
1.000 131.36
0.618 130.60
HIGH 129.36
0.618 128.60
0.500 128.36
0.382 128.12
LOW 127.36
0.618 126.12
1.000 125.36
1.618 124.12
2.618 122.12
4.250 118.86
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 128.85 128.59
PP 128.61 128.08
S1 128.36 127.58

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

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