Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 129.40 129.05 -0.35 -0.3% 127.50
High 129.53 129.07 -0.46 -0.4% 130.91
Low 128.62 128.08 -0.54 -0.4% 127.36
Close 129.05 128.35 -0.70 -0.5% 128.99
Range 0.91 0.99 0.08 8.8% 3.55
ATR 0.94 0.94 0.00 0.4% 0.00
Volume 847,537 858,043 10,506 1.2% 5,738,947
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.47 130.90 128.89
R3 130.48 129.91 128.62
R2 129.49 129.49 128.53
R1 128.92 128.92 128.44 128.71
PP 128.50 128.50 128.50 128.40
S1 127.93 127.93 128.26 127.72
S2 127.51 127.51 128.17
S3 126.52 126.94 128.08
S4 125.53 125.95 127.81
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
5 129.74 128.08 1.66 1.3% 0.83 0.6% 16% False True 772,368
10 130.91 125.79 5.12 4.0% 1.20 0.9% 50% False False 1,041,418
20 130.91 125.22 5.69 4.4% 1.00 0.8% 55% False False 1,024,475
40 130.91 124.37 6.54 5.1% 0.82 0.6% 61% False False 780,836
60 130.91 121.62 9.29 7.2% 0.73 0.6% 72% False False 522,018
80 130.91 119.38 11.53 9.0% 0.65 0.5% 78% False False 391,611
100 130.91 119.38 11.53 9.0% 0.59 0.5% 78% False False 313,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133.28
2.618 131.66
1.618 130.67
1.000 130.06
0.618 129.68
HIGH 129.07
0.618 128.69
0.500 128.58
0.382 128.46
LOW 128.08
0.618 127.47
1.000 127.09
1.618 126.48
2.618 125.49
4.250 123.87
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 128.58 128.91
PP 128.50 128.72
S1 128.43 128.54

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

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