Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 132.79 134.20 1.41 1.1% 131.35
High 134.62 134.53 -0.09 -0.1% 134.62
Low 132.73 133.47 0.74 0.6% 130.99
Close 134.17 133.73 -0.44 -0.3% 133.73
Range 1.89 1.06 -0.83 -43.9% 3.63
ATR 1.31 1.30 -0.02 -1.4% 0.00
Volume 3,529 3,187 -342 -9.7% 11,005
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.09 136.47 134.31
R3 136.03 135.41 134.02
R2 134.97 134.97 133.92
R1 134.35 134.35 133.83 134.13
PP 133.91 133.91 133.91 133.80
S1 133.29 133.29 133.63 133.07
S2 132.85 132.85 133.54
S3 131.79 132.23 133.44
S4 130.73 131.17 133.15
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 144.00 142.50 135.73
R3 140.37 138.87 134.73
R2 136.74 136.74 134.40
R1 135.24 135.24 134.06 135.99
PP 133.11 133.11 133.11 133.49
S1 131.61 131.61 133.40 132.36
S2 129.48 129.48 133.06
S3 125.85 127.98 132.73
S4 122.22 124.35 131.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.62 130.99 3.63 2.7% 1.06 0.8% 75% False False 2,201
10 134.62 129.38 5.24 3.9% 1.39 1.0% 83% False False 1,607
20 134.62 126.34 8.28 6.2% 1.30 1.0% 89% False False 960
40 134.62 123.96 10.66 8.0% 1.01 0.8% 92% False False 567
60 134.62 123.28 11.34 8.5% 0.77 0.6% 92% False False 403
80 134.62 121.38 13.24 9.9% 0.58 0.4% 93% False False 370
100 134.62 118.80 15.82 11.8% 0.46 0.3% 94% False False 347
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.04
2.618 137.31
1.618 136.25
1.000 135.59
0.618 135.19
HIGH 134.53
0.618 134.13
0.500 134.00
0.382 133.87
LOW 133.47
0.618 132.81
1.000 132.41
1.618 131.75
2.618 130.69
4.250 128.97
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 134.00 133.57
PP 133.91 133.40
S1 133.82 133.24

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

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