Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 134.45 134.77 0.32 0.2% 135.37
High 135.01 135.84 0.83 0.6% 135.84
Low 133.88 134.67 0.79 0.6% 133.88
Close 134.80 135.24 0.44 0.3% 135.24
Range 1.13 1.17 0.04 3.5% 1.96
ATR 1.31 1.30 -0.01 -0.8% 0.00
Volume 888,918 684,822 -204,096 -23.0% 3,800,116
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 138.76 138.17 135.88
R3 137.59 137.00 135.56
R2 136.42 136.42 135.45
R1 135.83 135.83 135.35 136.13
PP 135.25 135.25 135.25 135.40
S1 134.66 134.66 135.13 134.96
S2 134.08 134.08 135.03
S3 132.91 133.49 134.92
S4 131.74 132.32 134.60
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 140.87 140.01 136.32
R3 138.91 138.05 135.78
R2 136.95 136.95 135.60
R1 136.09 136.09 135.42 135.54
PP 134.99 134.99 134.99 134.71
S1 134.13 134.13 135.06 133.58
S2 133.03 133.03 134.88
S3 131.07 132.17 134.70
S4 129.11 130.21 134.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.84 133.88 1.96 1.4% 1.06 0.8% 69% True False 760,023
10 136.26 132.47 3.79 2.8% 1.14 0.8% 73% False False 712,754
20 136.26 129.89 6.37 4.7% 1.51 1.1% 84% False False 903,207
40 136.26 125.22 11.04 8.2% 1.30 1.0% 91% False False 940,864
60 136.26 124.37 11.89 8.8% 1.10 0.8% 91% False False 921,488
80 136.26 121.79 14.47 10.7% 0.98 0.7% 93% False False 695,131
100 136.26 119.38 16.88 12.5% 0.88 0.6% 94% False False 556,354
120 136.26 119.38 16.88 12.5% 0.79 0.6% 94% False False 463,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 140.81
2.618 138.90
1.618 137.73
1.000 137.01
0.618 136.56
HIGH 135.84
0.618 135.39
0.500 135.26
0.382 135.12
LOW 134.67
0.618 133.95
1.000 133.50
1.618 132.78
2.618 131.61
4.250 129.70
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 135.26 135.11
PP 135.25 134.99
S1 135.25 134.86

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

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