Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 128.38 129.35 0.97 0.8% 129.03
High 129.48 129.87 0.39 0.3% 129.74
Low 128.31 129.13 0.82 0.6% 126.39
Close 129.37 129.58 0.21 0.2% 127.69
Range 1.17 0.74 -0.43 -36.8% 3.35
ATR 1.00 0.98 -0.02 -1.9% 0.00
Volume 849,364 869,498 20,134 2.4% 4,510,673
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.75 131.40 129.99
R3 131.01 130.66 129.78
R2 130.27 130.27 129.72
R1 129.92 129.92 129.65 130.10
PP 129.53 129.53 129.53 129.61
S1 129.18 129.18 129.51 129.36
S2 128.79 128.79 129.44
S3 128.05 128.44 129.38
S4 127.31 127.70 129.17
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
5 129.87 126.39 3.48 2.7% 1.00 0.8% 92% True False 829,489
10 129.87 126.39 3.48 2.7% 0.99 0.8% 92% True False 832,643
20 130.91 125.22 5.69 4.4% 1.07 0.8% 77% False False 983,653
40 130.91 124.37 6.54 5.0% 0.89 0.7% 80% False False 908,340
60 130.91 121.79 9.12 7.0% 0.80 0.6% 85% False False 609,949
80 130.91 119.38 11.53 8.9% 0.71 0.5% 88% False False 457,706
100 130.91 119.38 11.53 8.9% 0.64 0.5% 88% False False 366,192
120 130.91 119.38 11.53 8.9% 0.54 0.4% 88% False False 305,171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.17
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 133.02
2.618 131.81
1.618 131.07
1.000 130.61
0.618 130.33
HIGH 129.87
0.618 129.59
0.500 129.50
0.382 129.41
LOW 129.13
0.618 128.67
1.000 128.39
1.618 127.93
2.618 127.19
4.250 125.99
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 129.55 129.33
PP 129.53 129.07
S1 129.50 128.82

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

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