Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 130.05 131.27 1.22 0.9% 127.62
High 131.37 132.24 0.87 0.7% 130.70
Low 129.89 131.18 1.29 1.0% 127.56
Close 131.23 132.20 0.97 0.7% 130.66
Range 1.48 1.06 -0.42 -28.4% 3.14
ATR 1.03 1.03 0.00 0.2% 0.00
Volume 893,458 1,059,536 166,078 18.6% 4,088,797
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.05 134.69 132.78
R3 133.99 133.63 132.49
R2 132.93 132.93 132.39
R1 132.57 132.57 132.30 132.75
PP 131.87 131.87 131.87 131.97
S1 131.51 131.51 132.10 131.69
S2 130.81 130.81 132.01
S3 129.75 130.45 131.91
S4 128.69 129.39 131.62
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
5 132.24 128.31 3.93 3.0% 1.10 0.8% 99% True False 925,480
10 132.24 126.39 5.85 4.4% 1.10 0.8% 99% True False 905,460
20 132.24 125.64 6.60 5.0% 1.15 0.9% 99% True False 988,569
40 132.24 124.37 7.87 6.0% 0.92 0.7% 99% True False 975,641
60 132.24 123.28 8.96 6.8% 0.81 0.6% 100% True False 658,289
80 132.24 119.38 12.86 9.7% 0.74 0.6% 100% True False 494,052
100 132.24 119.38 12.86 9.7% 0.67 0.5% 100% True False 395,275
120 132.24 119.38 12.86 9.7% 0.57 0.4% 100% True False 329,409
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 136.75
2.618 135.02
1.618 133.96
1.000 133.30
0.618 132.90
HIGH 132.24
0.618 131.84
0.500 131.71
0.382 131.58
LOW 131.18
0.618 130.52
1.000 130.12
1.618 129.46
2.618 128.40
4.250 126.68
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 132.04 131.78
PP 131.87 131.37
S1 131.71 130.95

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

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