Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 137.94 138.06 0.12 0.1% 134.81
High 138.27 138.21 -0.06 0.0% 136.97
Low 137.53 137.88 0.35 0.3% 134.18
Close 137.90 138.20 0.30 0.2% 136.89
Range 0.74 0.33 -0.41 -55.4% 2.79
ATR 1.33 1.25 -0.07 -5.4% 0.00
Volume 503,161 20,147 -483,014 -96.0% 3,964,529
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 139.09 138.97 138.38
R3 138.76 138.64 138.29
R2 138.43 138.43 138.26
R1 138.31 138.31 138.23 138.37
PP 138.10 138.10 138.10 138.13
S1 137.98 137.98 138.17 138.04
S2 137.77 137.77 138.14
S3 137.44 137.65 138.11
S4 137.11 137.32 138.02
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% 1.01 0.7% 86% False False 842,011
10 138.86 133.88 4.98 3.6% 1.06 0.8% 87% False False 768,087
20 138.86 132.47 6.39 4.6% 1.14 0.8% 90% False False 758,890
40 138.86 126.39 12.47 9.0% 1.25 0.9% 95% False False 856,917
60 138.86 125.22 13.64 9.9% 1.15 0.8% 95% False False 933,745
80 138.86 123.49 15.37 11.1% 1.01 0.7% 96% False False 771,093
100 138.86 120.12 18.74 13.6% 0.93 0.7% 96% False False 617,378
120 138.86 119.38 19.48 14.1% 0.83 0.6% 97% False False 514,541
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 139.61
2.618 139.07
1.618 138.74
1.000 138.54
0.618 138.41
HIGH 138.21
0.618 138.08
0.500 138.05
0.382 138.01
LOW 137.88
0.618 137.68
1.000 137.55
1.618 137.35
2.618 137.02
4.250 136.48
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 138.15 138.20
PP 138.10 138.20
S1 138.05 138.20

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

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