Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 131.60 133.25 1.65 1.3% 130.05
High 133.70 133.96 0.26 0.2% 133.77
Low 130.57 132.22 1.65 1.3% 129.89
Close 133.08 133.22 0.14 0.1% 132.36
Range 3.13 1.74 -1.39 -44.4% 3.88
ATR 1.40 1.42 0.02 1.8% 0.00
Volume 1,215,355 1,018,988 -196,367 -16.2% 5,757,467
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 138.35 137.53 134.18
R3 136.61 135.79 133.70
R2 134.87 134.87 133.54
R1 134.05 134.05 133.38 133.59
PP 133.13 133.13 133.13 132.91
S1 132.31 132.31 133.06 131.85
S2 131.39 131.39 132.90
S3 129.65 130.57 132.74
S4 127.91 128.83 132.26
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
5 133.96 130.52 3.44 2.6% 2.27 1.7% 78% True False 1,207,763
10 133.96 128.31 5.65 4.2% 1.68 1.3% 87% True False 1,066,621
20 133.96 126.39 7.57 5.7% 1.33 1.0% 90% True False 966,505
40 133.96 125.22 8.74 6.6% 1.12 0.8% 92% True False 1,019,236
60 133.96 123.49 10.47 7.9% 0.95 0.7% 93% True False 758,534
80 133.96 120.12 13.84 10.4% 0.86 0.6% 95% True False 569,480
100 133.96 119.38 14.58 10.9% 0.76 0.6% 95% True False 455,655
120 133.96 119.38 14.58 10.9% 0.67 0.5% 95% True False 379,731
Crabel Price Patterns
NR True
NR4 True
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.36
2.618 138.52
1.618 136.78
1.000 135.70
0.618 135.04
HIGH 133.96
0.618 133.30
0.500 133.09
0.382 132.88
LOW 132.22
0.618 131.14
1.000 130.48
1.618 129.40
2.618 127.66
4.250 124.83
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 133.18 132.89
PP 133.13 132.57
S1 133.09 132.24

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

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