Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 129.03 129.40 0.37 0.3% 127.50
High 129.74 129.53 -0.21 -0.2% 130.91
Low 129.01 128.62 -0.39 -0.3% 127.36
Close 129.44 129.05 -0.39 -0.3% 128.99
Range 0.73 0.91 0.18 24.7% 3.55
ATR 0.94 0.94 0.00 -0.2% 0.00
Volume 650,327 847,537 197,210 30.3% 5,738,947
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.80 131.33 129.55
R3 130.89 130.42 129.30
R2 129.98 129.98 129.22
R1 129.51 129.51 129.13 129.29
PP 129.07 129.07 129.07 128.96
S1 128.60 128.60 128.97 128.38
S2 128.16 128.16 128.88
S3 127.25 127.69 128.80
S4 126.34 126.78 128.55
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
5 129.74 128.19 1.55 1.2% 0.86 0.7% 55% False False 847,339
10 130.91 125.64 5.27 4.1% 1.20 0.9% 65% False False 1,071,678
20 130.91 125.22 5.69 4.4% 0.97 0.8% 67% False False 1,021,918
40 130.91 124.37 6.54 5.1% 0.80 0.6% 72% False False 759,780
60 130.91 121.40 9.51 7.4% 0.72 0.6% 80% False False 507,722
80 130.91 119.38 11.53 8.9% 0.65 0.5% 84% False False 380,885
100 130.91 119.38 11.53 8.9% 0.58 0.4% 84% False False 304,742
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133.40
2.618 131.91
1.618 131.00
1.000 130.44
0.618 130.09
HIGH 129.53
0.618 129.18
0.500 129.08
0.382 128.97
LOW 128.62
0.618 128.06
1.000 127.71
1.618 127.15
2.618 126.24
4.250 124.75
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 129.08 129.09
PP 129.07 129.07
S1 129.06 129.06

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

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