Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 133.25 133.10 -0.15 -0.1% 130.05
High 133.96 134.54 0.58 0.4% 133.77
Low 132.22 132.64 0.42 0.3% 129.89
Close 133.22 134.40 1.18 0.9% 132.36
Range 1.74 1.90 0.16 9.2% 3.88
ATR 1.42 1.46 0.03 2.4% 0.00
Volume 1,018,988 1,001,666 -17,322 -1.7% 5,757,467
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 139.56 138.88 135.45
R3 137.66 136.98 134.92
R2 135.76 135.76 134.75
R1 135.08 135.08 134.57 135.42
PP 133.86 133.86 133.86 134.03
S1 133.18 133.18 134.23 133.52
S2 131.96 131.96 134.05
S3 130.06 131.28 133.88
S4 128.16 129.38 133.36
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
5 134.54 130.52 4.02 3.0% 2.41 1.8% 97% True False 1,198,772
10 134.54 129.13 5.41 4.0% 1.76 1.3% 97% True False 1,081,852
20 134.54 126.39 8.15 6.1% 1.37 1.0% 98% True False 954,944
40 134.54 125.22 9.32 6.9% 1.16 0.9% 98% True False 1,021,173
60 134.54 123.49 11.05 8.2% 0.97 0.7% 99% True False 775,161
80 134.54 120.12 14.42 10.7% 0.88 0.7% 99% True False 582,000
100 134.54 119.38 15.16 11.3% 0.77 0.6% 99% True False 465,671
120 134.54 119.38 15.16 11.3% 0.68 0.5% 99% True False 388,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.62
2.618 139.51
1.618 137.61
1.000 136.44
0.618 135.71
HIGH 134.54
0.618 133.81
0.500 133.59
0.382 133.37
LOW 132.64
0.618 131.47
1.000 130.74
1.618 129.57
2.618 127.67
4.250 124.57
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 134.13 133.79
PP 133.86 133.17
S1 133.59 132.56

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

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