Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 133.75 133.50 -0.25 -0.2% 131.60
High 134.54 133.81 -0.73 -0.5% 134.54
Low 132.78 132.51 -0.27 -0.2% 130.57
Close 133.25 133.04 -0.21 -0.2% 133.04
Range 1.76 1.30 -0.46 -26.1% 3.97
ATR 1.48 1.46 -0.01 -0.9% 0.00
Volume 1,140,895 802,229 -338,666 -29.7% 5,179,133
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.02 136.33 133.76
R3 135.72 135.03 133.40
R2 134.42 134.42 133.28
R1 133.73 133.73 133.16 133.43
PP 133.12 133.12 133.12 132.97
S1 132.43 132.43 132.92 132.13
S2 131.82 131.82 132.80
S3 130.52 131.13 132.68
S4 129.22 129.83 132.33
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 144.63 142.80 135.22
R3 140.66 138.83 134.13
R2 136.69 136.69 133.77
R1 134.86 134.86 133.40 135.78
PP 132.72 132.72 132.72 133.17
S1 130.89 130.89 132.68 131.81
S2 128.75 128.75 132.31
S3 124.78 126.92 131.95
S4 120.81 122.95 130.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.54 130.57 3.97 3.0% 1.97 1.5% 62% False False 1,035,826
10 134.54 129.89 4.65 3.5% 1.88 1.4% 68% False False 1,093,660
20 134.54 126.39 8.15 6.1% 1.44 1.1% 82% False False 976,803
40 134.54 125.22 9.32 7.0% 1.20 0.9% 84% False False 1,008,389
60 134.54 123.49 11.05 8.3% 1.01 0.8% 86% False False 807,374
80 134.54 121.35 13.19 9.9% 0.89 0.7% 89% False False 606,275
100 134.54 119.38 15.16 11.4% 0.79 0.6% 90% False False 485,102
120 134.54 119.38 15.16 11.4% 0.71 0.5% 90% False False 404,270
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.49
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 139.34
2.618 137.21
1.618 135.91
1.000 135.11
0.618 134.61
HIGH 133.81
0.618 133.31
0.500 133.16
0.382 133.01
LOW 132.51
0.618 131.71
1.000 131.21
1.618 130.41
2.618 129.11
4.250 126.99
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 133.16 133.53
PP 133.12 133.36
S1 133.08 133.20

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

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