Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 131.35 131.55 0.20 0.2% 130.07
High 131.50 132.17 0.67 0.5% 133.05
Low 131.19 130.99 -0.20 -0.2% 129.38
Close 131.40 131.53 0.13 0.1% 131.43
Range 0.31 1.18 0.87 280.6% 3.67
ATR 1.25 1.24 0.00 -0.4% 0.00
Volume 461 2,622 2,161 468.8% 5,070
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.10 134.50 132.18
R3 133.92 133.32 131.85
R2 132.74 132.74 131.75
R1 132.14 132.14 131.64 131.85
PP 131.56 131.56 131.56 131.42
S1 130.96 130.96 131.42 130.67
S2 130.38 130.38 131.31
S3 129.20 129.78 131.21
S4 128.02 128.60 130.88
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 142.30 140.53 133.45
R3 138.63 136.86 132.44
R2 134.96 134.96 132.10
R1 133.19 133.19 131.77 134.08
PP 131.29 131.29 131.29 131.73
S1 129.52 129.52 131.09 130.41
S2 127.62 127.62 130.76
S3 123.95 125.85 130.42
S4 120.28 122.18 129.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.05 130.99 2.06 1.6% 1.16 0.9% 26% False True 1,397
10 133.05 129.19 3.86 2.9% 1.63 1.2% 61% False False 965
20 133.05 125.22 7.83 6.0% 1.22 0.9% 81% False False 578
40 133.05 123.96 9.09 6.9% 0.97 0.7% 83% False False 374
60 133.05 123.28 9.77 7.4% 0.71 0.5% 84% False False 282
80 133.05 120.89 12.16 9.2% 0.53 0.4% 88% False False 295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.19
2.618 135.26
1.618 134.08
1.000 133.35
0.618 132.90
HIGH 132.17
0.618 131.72
0.500 131.58
0.382 131.44
LOW 130.99
0.618 130.26
1.000 129.81
1.618 129.08
2.618 127.90
4.250 125.98
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 131.58 131.61
PP 131.56 131.58
S1 131.55 131.56

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

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