Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 125.14 126.08 0.94 0.8% 124.40
High 126.18 128.01 1.83 1.5% 126.18
Low 125.14 126.08 0.94 0.8% 124.20
Close 126.14 127.85 1.71 1.4% 126.14
Range 1.04 1.93 0.89 85.6% 1.98
ATR 0.60 0.70 0.09 15.7% 0.00
Volume 534 94 -440 -82.4% 694
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 133.10 132.41 128.91
R3 131.17 130.48 128.38
R2 129.24 129.24 128.20
R1 128.55 128.55 128.03 128.90
PP 127.31 127.31 127.31 127.49
S1 126.62 126.62 127.67 126.97
S2 125.38 125.38 127.50
S3 123.45 124.69 127.32
S4 121.52 122.76 126.79
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
5 128.01 124.20 3.81 3.0% 0.89 0.7% 96% True False 149
10 128.01 123.96 4.05 3.2% 0.70 0.5% 96% True False 190
20 128.01 123.96 4.05 3.2% 0.61 0.5% 96% True False 114
40 128.01 122.93 5.08 4.0% 0.34 0.3% 97% True False 136
60 128.01 120.10 7.91 6.2% 0.22 0.2% 98% True False 222
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 72 trading days
Fibonacci Retracements and Extensions
4.250 136.21
2.618 133.06
1.618 131.13
1.000 129.94
0.618 129.20
HIGH 128.01
0.618 127.27
0.500 127.05
0.382 126.82
LOW 126.08
0.618 124.89
1.000 124.15
1.618 122.96
2.618 121.03
4.250 117.88
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 127.58 127.34
PP 127.31 126.82
S1 127.05 126.31

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

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