Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 129.09 128.59 -0.50 -0.4% 125.62
High 129.31 128.87 -0.44 -0.3% 127.50
Low 128.21 128.19 -0.02 0.0% 125.41
Close 128.55 128.45 -0.10 -0.1% 127.43
Range 1.10 0.68 -0.42 -38.2% 2.09
ATR 0.99 0.96 -0.02 -2.2% 0.00
Volume 1,232,901 823,427 -409,474 -33.2% 4,245,502
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 130.54 130.18 128.82
R3 129.86 129.50 128.64
R2 129.18 129.18 128.57
R1 128.82 128.82 128.51 128.66
PP 128.50 128.50 128.50 128.43
S1 128.14 128.14 128.39 127.98
S2 127.82 127.82 128.33
S3 127.14 127.46 128.26
S4 126.46 126.78 128.08
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
5 130.91 125.85 5.06 3.9% 1.55 1.2% 51% False False 1,240,240
10 130.91 125.22 5.69 4.4% 1.15 0.9% 57% False False 1,134,664
20 130.91 125.22 5.69 4.4% 0.93 0.7% 57% False False 1,077,261
40 130.91 123.49 7.42 5.8% 0.78 0.6% 67% False False 705,700
60 130.91 120.84 10.07 7.8% 0.72 0.6% 76% False False 471,400
80 130.91 119.38 11.53 9.0% 0.62 0.5% 79% False False 353,646
100 130.91 119.38 11.53 9.0% 0.55 0.4% 79% False False 282,939
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.26
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131.76
2.618 130.65
1.618 129.97
1.000 129.55
0.618 129.29
HIGH 128.87
0.618 128.61
0.500 128.53
0.382 128.45
LOW 128.19
0.618 127.77
1.000 127.51
1.618 127.09
2.618 126.41
4.250 125.30
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 128.53 129.55
PP 128.50 129.18
S1 128.48 128.82

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

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