Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 129.05 127.97 -1.08 -0.8% 127.50
High 129.07 128.24 -0.83 -0.6% 130.91
Low 128.08 126.88 -1.20 -0.9% 127.36
Close 128.35 127.00 -1.35 -1.1% 128.99
Range 0.99 1.36 0.37 37.4% 3.55
ATR 0.94 0.98 0.04 4.0% 0.00
Volume 858,043 1,140,570 282,527 32.9% 5,738,947
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.45 130.59 127.75
R3 130.09 129.23 127.37
R2 128.73 128.73 127.25
R1 127.87 127.87 127.12 127.62
PP 127.37 127.37 127.37 127.25
S1 126.51 126.51 126.88 126.26
S2 126.01 126.01 126.75
S3 124.65 125.15 126.63
S4 123.29 123.79 126.25
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
5 129.74 126.88 2.86 2.3% 0.97 0.8% 4% False True 835,796
10 130.91 125.85 5.06 4.0% 1.26 1.0% 23% False False 1,038,018
20 130.91 125.22 5.69 4.5% 1.03 0.8% 31% False False 1,030,900
40 130.91 124.37 6.54 5.1% 0.84 0.7% 40% False False 809,083
60 130.91 121.62 9.29 7.3% 0.75 0.6% 58% False False 541,013
80 130.91 119.38 11.53 9.1% 0.67 0.5% 66% False False 405,868
100 130.91 119.38 11.53 9.1% 0.60 0.5% 66% False False 324,725
120 130.91 119.38 11.53 9.1% 0.50 0.4% 66% False False 270,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134.02
2.618 131.80
1.618 130.44
1.000 129.60
0.618 129.08
HIGH 128.24
0.618 127.72
0.500 127.56
0.382 127.40
LOW 126.88
0.618 126.04
1.000 125.52
1.618 124.68
2.618 123.32
4.250 121.10
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 127.56 128.21
PP 127.37 127.80
S1 127.19 127.40

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

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