Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 133.16 131.60 -1.56 -1.2% 130.05
High 133.77 133.70 -0.07 -0.1% 133.77
Low 130.52 130.57 0.05 0.0% 129.89
Close 132.36 133.08 0.72 0.5% 132.36
Range 3.25 3.13 -0.12 -3.7% 3.88
ATR 1.26 1.40 0.13 10.5% 0.00
Volume 1,417,138 1,215,355 -201,783 -14.2% 5,757,467
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 141.84 140.59 134.80
R3 138.71 137.46 133.94
R2 135.58 135.58 133.65
R1 134.33 134.33 133.37 134.96
PP 132.45 132.45 132.45 132.76
S1 131.20 131.20 132.79 131.83
S2 129.32 129.32 132.51
S3 126.19 128.07 132.22
S4 123.06 124.94 131.36
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
5 133.77 130.52 3.25 2.4% 2.13 1.6% 79% False False 1,215,872
10 133.77 127.76 6.01 4.5% 1.59 1.2% 89% False False 1,042,086
20 133.77 126.39 7.38 5.5% 1.36 1.0% 91% False False 998,564
40 133.77 125.22 8.55 6.4% 1.09 0.8% 92% False False 1,007,665
60 133.77 123.49 10.28 7.7% 0.93 0.7% 93% False False 741,614
80 133.77 119.74 14.03 10.5% 0.84 0.6% 95% False False 556,758
100 133.77 119.38 14.39 10.8% 0.75 0.6% 95% False False 445,468
120 133.77 119.38 14.39 10.8% 0.65 0.5% 95% False False 371,240
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.00
2.618 141.89
1.618 138.76
1.000 136.83
0.618 135.63
HIGH 133.70
0.618 132.50
0.500 132.14
0.382 131.77
LOW 130.57
0.618 128.64
1.000 127.44
1.618 125.51
2.618 122.38
4.250 117.27
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 132.77 132.77
PP 132.45 132.46
S1 132.14 132.15

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

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