Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 132.18 131.55 -0.63 -0.5% 127.62
High 132.63 133.28 0.65 0.5% 130.70
Low 131.43 131.27 -0.16 -0.1% 127.56
Close 131.81 133.23 1.42 1.1% 130.66
Range 1.20 2.01 0.81 67.5% 3.14
ATR 1.04 1.11 0.07 6.6% 0.00
Volume 1,046,618 1,340,717 294,099 28.1% 4,088,797
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 138.62 137.94 134.34
R3 136.61 135.93 133.78
R2 134.60 134.60 133.60
R1 133.92 133.92 133.41 134.26
PP 132.59 132.59 132.59 132.77
S1 131.91 131.91 133.05 132.25
S2 130.58 130.58 132.86
S3 128.57 129.90 132.68
S4 126.56 127.89 132.12
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
5 133.28 129.66 3.62 2.7% 1.36 1.0% 99% True False 1,059,175
10 133.28 126.39 6.89 5.2% 1.18 0.9% 99% True False 944,332
20 133.28 125.85 7.43 5.6% 1.22 0.9% 99% True False 991,175
40 133.28 124.70 8.58 6.4% 0.97 0.7% 99% True False 988,856
60 133.28 123.28 10.00 7.5% 0.85 0.6% 100% True False 697,967
80 133.28 119.38 13.90 10.4% 0.77 0.6% 100% True False 523,892
100 133.28 119.38 13.90 10.4% 0.70 0.5% 100% True False 419,148
120 133.28 119.38 13.90 10.4% 0.60 0.4% 100% True False 349,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 141.82
2.618 138.54
1.618 136.53
1.000 135.29
0.618 134.52
HIGH 133.28
0.618 132.51
0.500 132.28
0.382 132.04
LOW 131.27
0.618 130.03
1.000 129.26
1.618 128.02
2.618 126.01
4.250 122.73
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 132.91 132.90
PP 132.59 132.56
S1 132.28 132.23

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

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