Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 135.14 134.25 -0.89 -0.7% 135.37
High 135.29 135.54 0.25 0.2% 135.84
Low 134.30 134.22 -0.08 -0.1% 133.88
Close 134.40 135.30 0.90 0.7% 135.24
Range 0.99 1.32 0.33 33.3% 1.96
ATR 1.26 1.27 0.00 0.3% 0.00
Volume 875,132 1,104,587 229,455 26.2% 3,800,116
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 138.98 138.46 136.03
R3 137.66 137.14 135.66
R2 136.34 136.34 135.54
R1 135.82 135.82 135.42 136.08
PP 135.02 135.02 135.02 135.15
S1 134.50 134.50 135.18 134.76
S2 133.70 133.70 135.06
S3 132.38 133.18 134.94
S4 131.06 131.86 134.57
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
5 135.84 134.18 1.66 1.2% 1.15 0.9% 67% False False 737,297
10 136.18 133.88 2.30 1.7% 1.11 0.8% 62% False False 767,015
20 136.26 130.52 5.74 4.2% 1.45 1.1% 83% False False 836,274
40 136.26 125.85 10.41 7.7% 1.34 1.0% 91% False False 913,724
60 136.26 124.70 11.56 8.5% 1.13 0.8% 92% False False 937,995
80 136.26 123.28 12.98 9.6% 1.00 0.7% 93% False False 732,544
100 136.26 119.38 16.88 12.5% 0.91 0.7% 94% False False 586,368
120 136.26 119.38 16.88 12.5% 0.82 0.6% 94% False False 488,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 141.15
2.618 139.00
1.618 137.68
1.000 136.86
0.618 136.36
HIGH 135.54
0.618 135.04
0.500 134.88
0.382 134.72
LOW 134.22
0.618 133.40
1.000 132.90
1.618 132.08
2.618 130.76
4.250 128.61
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 135.16 135.17
PP 135.02 135.04
S1 134.88 134.92

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

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