Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 134.81 134.52 -0.29 -0.2% 135.37
High 135.16 135.61 0.45 0.3% 135.84
Low 134.18 134.31 0.13 0.1% 133.88
Close 134.36 135.28 0.92 0.7% 135.24
Range 0.98 1.30 0.32 32.7% 1.96
ATR 1.28 1.29 0.00 0.1% 0.00
Volume 325,409 696,538 371,129 114.1% 3,800,116
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 138.97 138.42 136.00
R3 137.67 137.12 135.64
R2 136.37 136.37 135.52
R1 135.82 135.82 135.40 136.10
PP 135.07 135.07 135.07 135.20
S1 134.52 134.52 135.16 134.80
S2 133.77 133.77 135.04
S3 132.47 133.22 134.92
S4 131.17 131.92 134.57
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% 1.13 0.8% 71% False False 695,653
10 136.26 133.36 2.90 2.1% 1.17 0.9% 66% False False 739,978
20 136.26 130.52 5.74 4.2% 1.50 1.1% 83% False False 856,655
40 136.26 125.64 10.62 7.9% 1.32 1.0% 91% False False 922,612
60 136.26 124.37 11.89 8.8% 1.11 0.8% 92% False False 935,979
80 136.26 123.28 12.98 9.6% 0.99 0.7% 92% False False 707,880
100 136.26 119.38 16.88 12.5% 0.89 0.7% 94% False False 566,572
120 136.26 119.38 16.88 12.5% 0.81 0.6% 94% False False 472,172
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 0.27
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 141.14
2.618 139.01
1.618 137.71
1.000 136.91
0.618 136.41
HIGH 135.61
0.618 135.11
0.500 134.96
0.382 134.81
LOW 134.31
0.618 133.51
1.000 133.01
1.618 132.21
2.618 130.91
4.250 128.79
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 135.17 135.19
PP 135.07 135.10
S1 134.96 135.01

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

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