Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 138.57 137.94 -0.63 -0.5% 134.81
High 138.86 138.27 -0.59 -0.4% 136.97
Low 137.65 137.53 -0.12 -0.1% 134.18
Close 138.61 137.90 -0.71 -0.5% 136.89
Range 1.21 0.74 -0.47 -38.8% 2.79
ATR 1.34 1.33 -0.02 -1.4% 0.00
Volume 1,619,301 503,161 -1,116,140 -68.9% 3,964,529
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 140.12 139.75 138.31
R3 139.38 139.01 138.10
R2 138.64 138.64 138.04
R1 138.27 138.27 137.97 138.09
PP 137.90 137.90 137.90 137.81
S1 137.53 137.53 137.83 137.35
S2 137.16 137.16 137.76
S3 136.42 136.79 137.70
S4 135.68 136.05 137.49
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 3.4% 1.14 0.8% 79% False False 1,013,008
10 138.86 133.88 4.98 3.6% 1.14 0.8% 81% False False 854,330
20 138.86 132.47 6.39 4.6% 1.22 0.9% 85% False False 807,966
40 138.86 126.39 12.47 9.0% 1.27 0.9% 92% False False 887,236
60 138.86 125.22 13.64 9.9% 1.16 0.8% 93% False False 948,812
80 138.86 123.49 15.37 11.1% 1.02 0.7% 94% False False 770,892
100 138.86 120.12 18.74 13.6% 0.93 0.7% 95% False False 617,177
120 138.86 119.38 19.48 14.1% 0.83 0.6% 95% False False 514,373
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 141.42
2.618 140.21
1.618 139.47
1.000 139.01
0.618 138.73
HIGH 138.27
0.618 137.99
0.500 137.90
0.382 137.81
LOW 137.53
0.618 137.07
1.000 136.79
1.618 136.33
2.618 135.59
4.250 134.39
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 137.90 137.66
PP 137.90 137.42
S1 137.90 137.19

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

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