Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 129.27 129.09 -0.18 -0.1% 125.62
High 130.91 129.31 -1.60 -1.2% 127.50
Low 128.59 128.21 -0.38 -0.3% 125.41
Close 129.00 128.55 -0.45 -0.3% 127.43
Range 2.32 1.10 -1.22 -52.6% 2.09
ATR 0.98 0.99 0.01 0.9% 0.00
Volume 1,660,153 1,232,901 -427,252 -25.7% 4,245,502
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.99 131.37 129.16
R3 130.89 130.27 128.85
R2 129.79 129.79 128.75
R1 129.17 129.17 128.65 128.93
PP 128.69 128.69 128.69 128.57
S1 128.07 128.07 128.45 127.83
S2 127.59 127.59 128.35
S3 126.49 126.97 128.25
S4 125.39 125.87 127.95
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
5 130.91 125.79 5.12 4.0% 1.56 1.2% 54% False False 1,310,469
10 130.91 125.22 5.69 4.4% 1.15 0.9% 59% False False 1,174,963
20 130.91 125.22 5.69 4.4% 0.94 0.7% 59% False False 1,087,402
40 130.91 123.49 7.42 5.8% 0.78 0.6% 68% False False 685,270
60 130.91 120.12 10.79 8.4% 0.72 0.6% 78% False False 457,686
80 130.91 119.38 11.53 9.0% 0.62 0.5% 80% False False 343,353
100 130.91 119.38 11.53 9.0% 0.54 0.4% 80% False False 274,705
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133.99
2.618 132.19
1.618 131.09
1.000 130.41
0.618 129.99
HIGH 129.31
0.618 128.89
0.500 128.76
0.382 128.63
LOW 128.21
0.618 127.53
1.000 127.11
1.618 126.43
2.618 125.33
4.250 123.54
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 128.76 129.14
PP 128.69 128.94
S1 128.62 128.75

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

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