Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 132.87 133.53 0.66 0.5% 131.60
High 133.79 134.37 0.58 0.4% 134.54
Low 132.52 133.36 0.84 0.6% 130.57
Close 133.42 134.15 0.73 0.5% 133.04
Range 1.27 1.01 -0.26 -20.5% 3.97
ATR 1.40 1.37 -0.03 -2.0% 0.00
Volume 374,855 692,359 317,504 84.7% 5,179,133
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.99 136.58 134.71
R3 135.98 135.57 134.43
R2 134.97 134.97 134.34
R1 134.56 134.56 134.24 134.77
PP 133.96 133.96 133.96 134.06
S1 133.55 133.55 134.06 133.76
S2 132.95 132.95 133.96
S3 131.94 132.54 133.87
S4 130.93 131.53 133.59
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 1.5% 1.20 0.9% 81% False False 677,038
10 134.54 130.52 4.02 3.0% 1.80 1.3% 90% False False 937,905
20 134.54 126.39 8.15 6.1% 1.46 1.1% 95% False False 931,111
40 134.54 125.22 9.32 6.9% 1.23 0.9% 96% False False 977,793
60 134.54 124.37 10.17 7.6% 1.03 0.8% 96% False False 830,928
80 134.54 121.62 12.92 9.6% 0.91 0.7% 97% False False 624,292
100 134.54 119.38 15.16 11.3% 0.81 0.6% 97% False False 499,511
120 134.54 119.38 15.16 11.3% 0.73 0.5% 97% False False 416,286
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.66
2.618 137.01
1.618 136.00
1.000 135.38
0.618 134.99
HIGH 134.37
0.618 133.98
0.500 133.87
0.382 133.75
LOW 133.36
0.618 132.74
1.000 132.35
1.618 131.73
2.618 130.72
4.250 129.07
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 134.06 133.91
PP 133.96 133.66
S1 133.87 133.42

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

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