Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 132.80 132.87 0.07 0.1% 131.60
High 133.14 133.79 0.65 0.5% 134.54
Low 132.47 132.52 0.05 0.0% 130.57
Close 132.72 133.42 0.70 0.5% 133.04
Range 0.67 1.27 0.60 89.6% 3.97
ATR 1.41 1.40 -0.01 -0.7% 0.00
Volume 374,855 374,855 0 0.0% 5,179,133
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.05 136.51 134.12
R3 135.78 135.24 133.77
R2 134.51 134.51 133.65
R1 133.97 133.97 133.54 134.24
PP 133.24 133.24 133.24 133.38
S1 132.70 132.70 133.30 132.97
S2 131.97 131.97 133.19
S3 130.70 131.43 133.07
S4 129.43 130.16 132.72
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
5 134.54 132.47 2.07 1.6% 1.38 1.0% 46% False False 738,900
10 134.54 130.52 4.02 3.0% 1.82 1.4% 72% False False 973,331
20 134.54 126.39 8.15 6.1% 1.46 1.1% 86% False False 939,395
40 134.54 125.22 9.32 7.0% 1.22 0.9% 88% False False 980,657
60 134.54 124.37 10.17 7.6% 1.02 0.8% 89% False False 819,652
80 134.54 121.40 13.14 9.8% 0.91 0.7% 91% False False 615,640
100 134.54 119.38 15.16 11.4% 0.81 0.6% 93% False False 492,587
120 134.54 119.38 15.16 11.4% 0.72 0.5% 93% False False 410,517
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.19
2.618 137.11
1.618 135.84
1.000 135.06
0.618 134.57
HIGH 133.79
0.618 133.30
0.500 133.16
0.382 133.01
LOW 132.52
0.618 131.74
1.000 131.25
1.618 130.47
2.618 129.20
4.250 127.12
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 133.33 133.33
PP 133.24 133.23
S1 133.16 133.14

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

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