Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 129.86 130.05 0.19 0.1% 127.62
High 130.70 131.37 0.67 0.5% 130.70
Low 129.66 129.89 0.23 0.2% 127.56
Close 130.66 131.23 0.57 0.4% 130.66
Range 1.04 1.48 0.44 42.3% 3.14
ATR 0.99 1.03 0.03 3.5% 0.00
Volume 955,546 893,458 -62,088 -6.5% 4,088,797
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.27 134.73 132.04
R3 133.79 133.25 131.64
R2 132.31 132.31 131.50
R1 131.77 131.77 131.37 132.04
PP 130.83 130.83 130.83 130.97
S1 130.29 130.29 131.09 130.56
S2 129.35 129.35 130.96
S3 127.87 128.81 130.82
S4 126.39 127.33 130.42
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
5 131.37 127.76 3.61 2.8% 1.04 0.8% 96% True False 868,299
10 131.37 126.39 4.98 3.8% 1.08 0.8% 97% True False 884,260
20 131.37 125.41 5.96 4.5% 1.12 0.9% 98% True False 973,868
40 131.37 124.37 7.00 5.3% 0.91 0.7% 98% True False 949,286
60 131.37 122.83 8.54 6.5% 0.81 0.6% 98% True False 640,638
80 131.37 119.38 11.99 9.1% 0.73 0.6% 99% True False 480,808
100 131.37 119.38 11.99 9.1% 0.66 0.5% 99% True False 384,680
120 131.37 119.38 11.99 9.1% 0.56 0.4% 99% True False 320,579
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 14 trading days
Fibonacci Retracements and Extensions
4.250 137.66
2.618 135.24
1.618 133.76
1.000 132.85
0.618 132.28
HIGH 131.37
0.618 130.80
0.500 130.63
0.382 130.46
LOW 129.89
0.618 128.98
1.000 128.41
1.618 127.50
2.618 126.02
4.250 123.60
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 131.03 130.90
PP 130.83 130.58
S1 130.63 130.25

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

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