Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 128.04 128.60 0.56 0.4% 126.43
High 128.52 129.29 0.77 0.6% 129.29
Low 127.91 128.43 0.52 0.4% 126.34
Close 128.10 129.01 0.91 0.7% 129.01
Range 0.61 0.86 0.25 41.0% 2.95
ATR 0.81 0.84 0.03 3.3% 0.00
Volume 168 200 32 19.0% 812
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.49 131.11 129.48
R3 130.63 130.25 129.25
R2 129.77 129.77 129.17
R1 129.39 129.39 129.09 129.58
PP 128.91 128.91 128.91 129.01
S1 128.53 128.53 128.93 128.72
S2 128.05 128.05 128.85
S3 127.19 127.67 128.77
S4 126.33 126.81 128.54
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.06 135.99 130.63
R3 134.11 133.04 129.82
R2 131.16 131.16 129.55
R1 130.09 130.09 129.28 130.63
PP 128.21 128.21 128.21 128.48
S1 127.14 127.14 128.74 127.68
S2 125.26 125.26 128.47
S3 122.31 124.19 128.20
S4 119.36 121.24 127.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.29 126.34 2.95 2.3% 0.70 0.5% 91% True False 162
10 129.29 125.22 4.07 3.2% 0.69 0.5% 93% True False 161
20 129.52 124.20 5.32 4.1% 0.76 0.6% 90% False False 160
40 129.52 123.28 6.24 4.8% 0.60 0.5% 92% False False 133
60 129.52 122.78 6.74 5.2% 0.40 0.3% 92% False False 145
80 129.52 118.80 10.72 8.3% 0.30 0.2% 95% False False 204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132.95
2.618 131.54
1.618 130.68
1.000 130.15
0.618 129.82
HIGH 129.29
0.618 128.96
0.500 128.86
0.382 128.76
LOW 128.43
0.618 127.90
1.000 127.57
1.618 127.04
2.618 126.18
4.250 124.78
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 128.96 128.81
PP 128.91 128.60
S1 128.86 128.40

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

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