Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 129.35 129.86 0.51 0.4% 127.62
High 129.87 130.70 0.83 0.6% 130.70
Low 129.13 129.66 0.53 0.4% 127.56
Close 129.58 130.66 1.08 0.8% 130.66
Range 0.74 1.04 0.30 40.5% 3.14
ATR 0.98 0.99 0.01 1.0% 0.00
Volume 869,498 955,546 86,048 9.9% 4,088,797
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 133.46 133.10 131.23
R3 132.42 132.06 130.95
R2 131.38 131.38 130.85
R1 131.02 131.02 130.76 131.20
PP 130.34 130.34 130.34 130.43
S1 129.98 129.98 130.56 130.16
S2 129.30 129.30 130.47
S3 128.26 128.94 130.37
S4 127.22 127.90 130.09
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 139.06 138.00 132.39
R3 135.92 134.86 131.52
R2 132.78 132.78 131.24
R1 131.72 131.72 130.95 132.25
PP 129.64 129.64 129.64 129.91
S1 128.58 128.58 130.37 129.11
S2 126.50 126.50 130.08
S3 123.36 125.44 129.80
S4 120.22 122.30 128.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.70 127.56 3.14 2.4% 0.93 0.7% 99% True False 817,759
10 130.70 126.39 4.31 3.3% 1.01 0.8% 99% True False 859,947
20 130.91 125.22 5.69 4.4% 1.08 0.8% 96% False False 978,522
40 130.91 124.37 6.54 5.0% 0.90 0.7% 96% False False 930,629
60 130.91 121.79 9.12 7.0% 0.81 0.6% 97% False False 625,772
80 130.91 119.38 11.53 8.8% 0.72 0.6% 98% False False 469,641
100 130.91 119.38 11.53 8.8% 0.65 0.5% 98% False False 375,746
120 130.91 119.38 11.53 8.8% 0.55 0.4% 98% False False 313,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.12
2.618 133.42
1.618 132.38
1.000 131.74
0.618 131.34
HIGH 130.70
0.618 130.30
0.500 130.18
0.382 130.06
LOW 129.66
0.618 129.02
1.000 128.62
1.618 127.98
2.618 126.94
4.250 125.24
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 130.50 130.28
PP 130.34 129.89
S1 130.18 129.51

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

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