Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 135.16 134.45 -0.71 -0.5% 132.80
High 135.33 135.01 -0.32 -0.2% 136.26
Low 134.25 133.88 -0.37 -0.3% 132.47
Close 134.26 134.80 0.54 0.4% 135.43
Range 1.08 1.13 0.05 4.6% 3.79
ATR 1.33 1.31 -0.01 -1.1% 0.00
Volume 882,578 888,918 6,340 0.7% 3,327,433
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.95 137.51 135.42
R3 136.82 136.38 135.11
R2 135.69 135.69 135.01
R1 135.25 135.25 134.90 135.47
PP 134.56 134.56 134.56 134.68
S1 134.12 134.12 134.70 134.34
S2 133.43 133.43 134.59
S3 132.30 132.99 134.49
S4 131.17 131.86 134.18
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 146.09 144.55 137.51
R3 142.30 140.76 136.47
R2 138.51 138.51 136.12
R1 136.97 136.97 135.78 137.74
PP 134.72 134.72 134.72 135.11
S1 133.18 133.18 135.08 133.95
S2 130.93 130.93 134.74
S3 127.14 129.39 134.39
S4 123.35 125.60 133.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.18 133.88 2.30 1.7% 1.06 0.8% 40% False True 796,733
10 136.26 132.47 3.79 2.8% 1.15 0.9% 61% False False 724,495
20 136.26 129.66 6.60 4.9% 1.51 1.1% 78% False False 916,743
40 136.26 125.22 11.04 8.2% 1.29 1.0% 87% False False 950,198
60 136.26 124.37 11.89 8.8% 1.09 0.8% 88% False False 911,141
80 136.26 121.79 14.47 10.7% 0.97 0.7% 90% False False 686,647
100 136.26 119.38 16.88 12.5% 0.87 0.6% 91% False False 549,513
120 136.26 119.38 16.88 12.5% 0.78 0.6% 91% False False 457,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139.81
2.618 137.97
1.618 136.84
1.000 136.14
0.618 135.71
HIGH 135.01
0.618 134.58
0.500 134.45
0.382 134.31
LOW 133.88
0.618 133.18
1.000 132.75
1.618 132.05
2.618 130.92
4.250 129.08
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 134.68 134.76
PP 134.56 134.72
S1 134.45 134.68

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

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