Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 133.50 132.80 -0.70 -0.5% 131.60
High 133.81 133.14 -0.67 -0.5% 134.54
Low 132.51 132.47 -0.04 0.0% 130.57
Close 133.04 132.72 -0.32 -0.2% 133.04
Range 1.30 0.67 -0.63 -48.5% 3.97
ATR 1.46 1.41 -0.06 -3.9% 0.00
Volume 802,229 374,855 -427,374 -53.3% 5,179,133
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 134.79 134.42 133.09
R3 134.12 133.75 132.90
R2 133.45 133.45 132.84
R1 133.08 133.08 132.78 132.93
PP 132.78 132.78 132.78 132.70
S1 132.41 132.41 132.66 132.26
S2 132.11 132.11 132.60
S3 131.44 131.74 132.54
S4 130.77 131.07 132.35
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
5 134.54 132.22 2.32 1.7% 1.47 1.1% 22% False False 867,726
10 134.54 130.52 4.02 3.0% 1.80 1.4% 55% False False 1,041,799
20 134.54 126.39 8.15 6.1% 1.44 1.1% 78% False False 963,029
40 134.54 125.22 9.32 7.0% 1.20 0.9% 80% False False 990,836
60 134.54 123.85 10.69 8.1% 1.01 0.8% 83% False False 813,574
80 134.54 121.35 13.19 9.9% 0.90 0.7% 86% False False 610,959
100 134.54 119.38 15.16 11.4% 0.80 0.6% 88% False False 488,839
120 134.54 119.38 15.16 11.4% 0.71 0.5% 88% False False 407,393
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 0.51
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 135.99
2.618 134.89
1.618 134.22
1.000 133.81
0.618 133.55
HIGH 133.14
0.618 132.88
0.500 132.81
0.382 132.73
LOW 132.47
0.618 132.06
1.000 131.80
1.618 131.39
2.618 130.72
4.250 129.62
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 132.81 133.51
PP 132.78 133.24
S1 132.75 132.98

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

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