Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 127.62 128.00 0.38 0.3% 129.03
High 128.45 128.55 0.10 0.1% 129.74
Low 127.56 127.76 0.20 0.2% 126.39
Close 128.26 128.47 0.21 0.2% 127.69
Range 0.89 0.79 -0.10 -11.2% 3.35
ATR 1.00 0.99 -0.02 -1.5% 0.00
Volume 640,756 773,633 132,877 20.7% 4,510,673
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 130.63 130.34 128.90
R3 129.84 129.55 128.69
R2 129.05 129.05 128.61
R1 128.76 128.76 128.54 128.91
PP 128.26 128.26 128.26 128.33
S1 127.97 127.97 128.40 128.12
S2 127.47 127.47 128.33
S3 126.68 127.18 128.25
S4 125.89 126.39 128.04
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.99 136.19 129.53
R3 134.64 132.84 128.61
R2 131.29 131.29 128.30
R1 129.49 129.49 128.00 128.72
PP 127.94 127.94 127.94 127.55
S1 126.14 126.14 127.38 125.37
S2 124.59 124.59 127.08
S3 121.24 122.79 126.77
S4 117.89 119.44 125.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.07 126.39 2.68 2.1% 1.09 0.9% 78% False False 885,439
10 129.74 126.39 3.35 2.6% 0.97 0.8% 62% False False 866,389
20 130.91 125.22 5.69 4.4% 1.05 0.8% 57% False False 1,011,230
40 130.91 124.37 6.54 5.1% 0.88 0.7% 63% False False 868,434
60 130.91 121.79 9.12 7.1% 0.78 0.6% 73% False False 581,371
80 130.91 119.38 11.53 9.0% 0.70 0.5% 79% False False 436,224
100 130.91 119.38 11.53 9.0% 0.63 0.5% 79% False False 349,009
120 130.91 119.38 11.53 9.0% 0.53 0.4% 79% False False 290,847
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 131.91
2.618 130.62
1.618 129.83
1.000 129.34
0.618 129.04
HIGH 128.55
0.618 128.25
0.500 128.16
0.382 128.06
LOW 127.76
0.618 127.27
1.000 126.97
1.618 126.48
2.618 125.69
4.250 124.40
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 128.37 128.14
PP 128.26 127.80
S1 128.16 127.47

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

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