Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 135.53 138.57 3.04 2.2% 134.81
High 136.97 138.86 1.89 1.4% 136.97
Low 135.51 137.65 2.14 1.6% 134.18
Close 136.89 138.61 1.72 1.3% 136.89
Range 1.46 1.21 -0.25 -17.1% 2.79
ATR 1.30 1.34 0.05 3.7% 0.00
Volume 962,863 1,619,301 656,438 68.2% 3,964,529
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 142.00 141.52 139.28
R3 140.79 140.31 138.94
R2 139.58 139.58 138.83
R1 139.10 139.10 138.72 139.34
PP 138.37 138.37 138.37 138.50
S1 137.89 137.89 138.50 138.13
S2 137.16 137.16 138.39
S3 135.95 136.68 138.28
S4 134.74 135.47 137.94
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
5 138.86 134.22 4.64 3.3% 1.26 0.9% 95% True False 1,051,684
10 138.86 133.88 4.98 3.6% 1.15 0.8% 95% True False 878,622
20 138.86 132.22 6.64 4.8% 1.27 0.9% 96% True False 833,757
40 138.86 126.39 12.47 9.0% 1.31 0.9% 98% True False 916,160
60 138.86 125.22 13.64 9.8% 1.15 0.8% 98% True False 949,696
80 138.86 123.49 15.37 11.1% 1.02 0.7% 98% True False 764,650
100 138.86 119.74 19.12 13.8% 0.93 0.7% 99% True False 612,157
120 138.86 119.38 19.48 14.1% 0.83 0.6% 99% True False 510,183
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.00
2.618 142.03
1.618 140.82
1.000 140.07
0.618 139.61
HIGH 138.86
0.618 138.40
0.500 138.26
0.382 138.11
LOW 137.65
0.618 136.90
1.000 136.44
1.618 135.69
2.618 134.48
4.250 132.51
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 138.49 137.92
PP 138.37 137.23
S1 138.26 136.54

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

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