Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 133.53 134.32 0.79 0.6% 131.60
High 134.37 136.26 1.89 1.4% 134.54
Low 133.36 134.29 0.93 0.7% 130.57
Close 134.15 135.51 1.36 1.0% 133.04
Range 1.01 1.97 0.96 95.0% 3.97
ATR 1.37 1.42 0.05 3.9% 0.00
Volume 692,359 1,016,992 324,633 46.9% 5,179,133
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 141.26 140.36 136.59
R3 139.29 138.39 136.05
R2 137.32 137.32 135.87
R1 136.42 136.42 135.69 136.87
PP 135.35 135.35 135.35 135.58
S1 134.45 134.45 135.33 134.90
S2 133.38 133.38 135.15
S3 131.41 132.48 134.97
S4 129.44 130.51 134.43
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
5 136.26 132.47 3.79 2.8% 1.24 0.9% 80% True False 652,258
10 136.26 130.52 5.74 4.2% 1.80 1.3% 87% True False 905,533
20 136.26 126.39 9.87 7.3% 1.49 1.1% 92% True False 924,932
40 136.26 125.22 11.04 8.1% 1.26 0.9% 93% True False 977,916
60 136.26 124.37 11.89 8.8% 1.06 0.8% 94% True False 847,699
80 136.26 121.62 14.64 10.8% 0.94 0.7% 95% True False 636,993
100 136.26 119.38 16.88 12.5% 0.83 0.6% 96% True False 509,681
120 136.26 119.38 16.88 12.5% 0.75 0.6% 96% True False 424,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 144.63
2.618 141.42
1.618 139.45
1.000 138.23
0.618 137.48
HIGH 136.26
0.618 135.51
0.500 135.28
0.382 135.04
LOW 134.29
0.618 133.07
1.000 132.32
1.618 131.10
2.618 129.13
4.250 125.92
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 135.43 135.14
PP 135.35 134.76
S1 135.28 134.39

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

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