Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 133.10 133.75 0.65 0.5% 130.05
High 134.54 134.54 0.00 0.0% 133.77
Low 132.64 132.78 0.14 0.1% 129.89
Close 134.40 133.25 -1.15 -0.9% 132.36
Range 1.90 1.76 -0.14 -7.4% 3.88
ATR 1.46 1.48 0.02 1.5% 0.00
Volume 1,001,666 1,140,895 139,229 13.9% 5,757,467
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 138.80 137.79 134.22
R3 137.04 136.03 133.73
R2 135.28 135.28 133.57
R1 134.27 134.27 133.41 133.90
PP 133.52 133.52 133.52 133.34
S1 132.51 132.51 133.09 132.14
S2 131.76 131.76 132.93
S3 130.00 130.75 132.77
S4 128.24 128.99 132.28
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% 2.36 1.8% 68% True False 1,158,808
10 134.54 129.66 4.88 3.7% 1.86 1.4% 74% True False 1,108,991
20 134.54 126.39 8.15 6.1% 1.42 1.1% 84% True False 970,817
40 134.54 125.22 9.32 7.0% 1.18 0.9% 86% True False 1,024,039
60 134.54 123.49 11.05 8.3% 0.99 0.7% 88% True False 794,072
80 134.54 120.84 13.70 10.3% 0.89 0.7% 91% True False 596,254
100 134.54 119.38 15.16 11.4% 0.78 0.6% 91% True False 477,080
120 134.54 119.38 15.16 11.4% 0.70 0.5% 91% True False 397,585
Crabel Price Patterns
NR True
NR4 False
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.02
2.618 139.15
1.618 137.39
1.000 136.30
0.618 135.63
HIGH 134.54
0.618 133.87
0.500 133.66
0.382 133.45
LOW 132.78
0.618 131.69
1.000 131.02
1.618 129.93
2.618 128.17
4.250 125.30
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 133.66 133.38
PP 133.52 133.34
S1 133.39 133.29

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

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