Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 131.75 131.36 -0.39 -0.3% 128.70
High 132.27 133.05 0.78 0.6% 132.38
Low 130.88 131.25 0.37 0.3% 128.62
Close 130.94 132.61 1.67 1.3% 130.93
Range 1.39 1.80 0.41 29.5% 3.76
ATR 1.27 1.33 0.06 4.7% 0.00
Volume 1,066 1,519 453 42.5% 2,322
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.70 136.96 133.60
R3 135.90 135.16 133.11
R2 134.10 134.10 132.94
R1 133.36 133.36 132.78 133.73
PP 132.30 132.30 132.30 132.49
S1 131.56 131.56 132.45 131.93
S2 130.50 130.50 132.28
S3 128.70 129.76 132.12
S4 126.90 127.96 131.62
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 141.92 140.19 133.00
R3 138.16 136.43 131.96
R2 134.40 134.40 131.62
R1 132.67 132.67 131.27 133.54
PP 130.64 130.64 130.64 131.08
S1 128.91 128.91 130.59 129.78
S2 126.88 126.88 130.24
S3 123.12 125.15 129.90
S4 119.36 121.39 128.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.05 129.19 3.86 2.9% 2.22 1.7% 89% True False 754
10 133.05 127.91 5.14 3.9% 1.62 1.2% 91% True False 537
20 133.05 125.22 7.83 5.9% 1.13 0.8% 94% True False 338
40 133.05 123.96 9.09 6.9% 0.91 0.7% 95% True False 242
60 133.05 122.93 10.12 7.6% 0.64 0.5% 96% True False 209
80 133.05 120.84 12.21 9.2% 0.48 0.4% 96% True False 259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.70
2.618 137.76
1.618 135.96
1.000 134.85
0.618 134.16
HIGH 133.05
0.618 132.36
0.500 132.15
0.382 131.94
LOW 131.25
0.618 130.14
1.000 129.45
1.618 128.34
2.618 126.54
4.250 123.60
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 132.46 132.15
PP 132.30 131.68
S1 132.15 131.22

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

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