Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 131.55 133.16 1.61 1.2% 130.05
High 133.28 133.77 0.49 0.4% 133.77
Low 131.27 130.52 -0.75 -0.6% 129.89
Close 133.23 132.36 -0.87 -0.7% 132.36
Range 2.01 3.25 1.24 61.7% 3.88
ATR 1.11 1.26 0.15 13.8% 0.00
Volume 1,340,717 1,417,138 76,421 5.7% 5,757,467
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 141.97 140.41 134.15
R3 138.72 137.16 133.25
R2 135.47 135.47 132.96
R1 133.91 133.91 132.66 133.07
PP 132.22 132.22 132.22 131.79
S1 130.66 130.66 132.06 129.82
S2 128.97 128.97 131.76
S3 125.72 127.41 131.47
S4 122.47 124.16 130.57
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 143.65 141.88 134.49
R3 139.77 138.00 133.43
R2 135.89 135.89 133.07
R1 134.12 134.12 132.72 135.01
PP 132.01 132.01 132.01 132.45
S1 130.24 130.24 132.00 131.13
S2 128.13 128.13 131.65
S3 124.25 126.36 131.29
S4 120.37 122.48 130.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.77 129.89 3.88 2.9% 1.80 1.4% 64% True False 1,151,493
10 133.77 127.56 6.21 4.7% 1.36 1.0% 77% True False 984,626
20 133.77 126.39 7.38 5.6% 1.30 1.0% 81% True False 1,004,794
40 133.77 125.15 8.62 6.5% 1.03 0.8% 84% True False 999,402
60 133.77 123.49 10.28 7.8% 0.89 0.7% 86% True False 721,500
80 133.77 119.63 14.14 10.7% 0.81 0.6% 90% True False 541,599
100 133.77 119.38 14.39 10.9% 0.73 0.5% 90% True False 433,320
120 133.77 119.38 14.39 10.9% 0.62 0.5% 90% True False 361,112
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 132 trading days
Fibonacci Retracements and Extensions
4.250 147.58
2.618 142.28
1.618 139.03
1.000 137.02
0.618 135.78
HIGH 133.77
0.618 132.53
0.500 132.15
0.382 131.76
LOW 130.52
0.618 128.51
1.000 127.27
1.618 125.26
2.618 122.01
4.250 116.71
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 132.29 132.29
PP 132.22 132.22
S1 132.15 132.15

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

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