Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 134.25 135.53 1.28 1.0% 134.81
High 135.54 136.97 1.43 1.1% 136.97
Low 134.22 135.51 1.29 1.0% 134.18
Close 135.30 136.89 1.59 1.2% 136.89
Range 1.32 1.46 0.14 10.6% 2.79
ATR 1.27 1.30 0.03 2.3% 0.00
Volume 1,104,587 962,863 -141,724 -12.8% 3,964,529
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 140.84 140.32 137.69
R3 139.38 138.86 137.29
R2 137.92 137.92 137.16
R1 137.40 137.40 137.02 137.66
PP 136.46 136.46 136.46 136.59
S1 135.94 135.94 136.76 136.20
S2 135.00 135.00 136.62
S3 133.54 134.48 136.49
S4 132.08 133.02 136.09
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 144.38 143.43 138.42
R3 141.59 140.64 137.66
R2 138.80 138.80 137.40
R1 137.85 137.85 137.15 138.33
PP 136.01 136.01 136.01 136.25
S1 135.06 135.06 136.63 135.54
S2 133.22 133.22 136.38
S3 130.43 132.27 136.12
S4 127.64 129.48 135.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.97 134.18 2.79 2.0% 1.21 0.9% 97% True False 792,905
10 136.97 133.88 3.09 2.3% 1.14 0.8% 97% True False 776,464
20 136.97 130.57 6.40 4.7% 1.36 1.0% 99% True False 813,560
40 136.97 126.39 10.58 7.7% 1.33 1.0% 99% True False 909,177
60 136.97 125.15 11.82 8.6% 1.14 0.8% 99% True False 937,455
80 136.97 123.49 13.48 9.8% 1.01 0.7% 99% True False 744,515
100 136.97 119.63 17.34 12.7% 0.92 0.7% 100% True False 595,992
120 136.97 119.38 17.59 12.8% 0.83 0.6% 100% True False 496,693
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 0.24
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 143.18
2.618 140.79
1.618 139.33
1.000 138.43
0.618 137.87
HIGH 136.97
0.618 136.41
0.500 136.24
0.382 136.07
LOW 135.51
0.618 134.61
1.000 134.05
1.618 133.15
2.618 131.69
4.250 129.31
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 136.67 136.46
PP 136.46 136.03
S1 136.24 135.60

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

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