Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 124.94 125.14 0.20 0.2% 124.40
High 125.01 126.18 1.17 0.9% 126.18
Low 124.60 125.14 0.54 0.4% 124.20
Close 124.69 126.14 1.45 1.2% 126.14
Range 0.41 1.04 0.63 153.7% 1.98
ATR 0.54 0.60 0.07 12.7% 0.00
Volume 16 534 518 3,237.5% 694
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 128.94 128.58 126.71
R3 127.90 127.54 126.43
R2 126.86 126.86 126.33
R1 126.50 126.50 126.24 126.68
PP 125.82 125.82 125.82 125.91
S1 125.46 125.46 126.04 125.64
S2 124.78 124.78 125.95
S3 123.74 124.42 125.85
S4 122.70 123.38 125.57
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.45 130.77 127.23
R3 129.47 128.79 126.68
R2 127.49 127.49 126.50
R1 126.81 126.81 126.32 127.15
PP 125.51 125.51 125.51 125.68
S1 124.83 124.83 125.96 125.17
S2 123.53 123.53 125.78
S3 121.55 122.85 125.60
S4 119.57 120.87 125.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.18 124.20 1.98 1.6% 0.54 0.4% 98% True False 138
10 126.18 123.96 2.22 1.8% 0.55 0.4% 98% True False 180
20 126.20 123.96 2.24 1.8% 0.53 0.4% 97% False False 110
40 126.20 122.93 3.27 2.6% 0.29 0.2% 98% False False 135
60 126.20 119.59 6.61 5.2% 0.19 0.2% 99% False False 221
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 0.04
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 130.60
2.618 128.90
1.618 127.86
1.000 127.22
0.618 126.82
HIGH 126.18
0.618 125.78
0.500 125.66
0.382 125.54
LOW 125.14
0.618 124.50
1.000 124.10
1.618 123.46
2.618 122.42
4.250 120.72
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 125.98 125.87
PP 125.82 125.60
S1 125.66 125.33

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

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