Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 128.50 129.03 0.53 0.4% 127.50
High 129.29 129.74 0.45 0.3% 130.91
Low 128.43 129.01 0.58 0.5% 127.36
Close 128.99 129.44 0.45 0.3% 128.99
Range 0.86 0.73 -0.13 -15.1% 3.55
ATR 0.96 0.94 -0.01 -1.5% 0.00
Volume 682,507 650,327 -32,180 -4.7% 5,738,947
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.59 131.24 129.84
R3 130.86 130.51 129.64
R2 130.13 130.13 129.57
R1 129.78 129.78 129.51 129.96
PP 129.40 129.40 129.40 129.48
S1 129.05 129.05 129.37 129.23
S2 128.67 128.67 129.31
S3 127.94 128.32 129.24
S4 127.21 127.59 129.04
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 139.74 137.91 130.94
R3 136.19 134.36 129.97
R2 132.64 132.64 129.64
R1 130.81 130.81 129.32 131.73
PP 129.09 129.09 129.09 129.54
S1 127.26 127.26 128.66 128.18
S2 125.54 125.54 128.34
S3 121.99 123.71 128.01
S4 118.44 120.16 127.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.91 128.19 2.72 2.1% 1.14 0.9% 46% False False 1,009,863
10 130.91 125.41 5.50 4.2% 1.17 0.9% 73% False False 1,063,477
20 130.91 125.22 5.69 4.4% 0.96 0.7% 74% False False 1,018,642
40 130.91 123.85 7.06 5.5% 0.80 0.6% 79% False False 738,846
60 130.91 121.35 9.56 7.4% 0.71 0.6% 85% False False 493,602
80 130.91 119.38 11.53 8.9% 0.64 0.5% 87% False False 370,291
100 130.91 119.38 11.53 8.9% 0.57 0.4% 87% False False 296,266
Crabel Price Patterns
NR True
NR4 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.84
2.618 131.65
1.618 130.92
1.000 130.47
0.618 130.19
HIGH 129.74
0.618 129.46
0.500 129.38
0.382 129.29
LOW 129.01
0.618 128.56
1.000 128.28
1.618 127.83
2.618 127.10
4.250 125.91
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 129.42 129.28
PP 129.40 129.12
S1 129.38 128.97

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

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