Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 133.85 133.58 -0.27 -0.2% 131.35
High 134.20 133.85 -0.35 -0.3% 134.62
Low 133.29 133.11 -0.18 -0.1% 130.99
Close 133.66 133.76 0.10 0.1% 133.73
Range 0.91 0.74 -0.17 -18.7% 3.63
ATR 1.27 1.23 -0.04 -3.0% 0.00
Volume 13,951 8,576 -5,375 -38.5% 11,005
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.79 135.52 134.17
R3 135.05 134.78 133.96
R2 134.31 134.31 133.90
R1 134.04 134.04 133.83 134.18
PP 133.57 133.57 133.57 133.64
S1 133.30 133.30 133.69 133.44
S2 132.83 132.83 133.62
S3 132.09 132.56 133.56
S4 131.35 131.82 133.35
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
5 134.62 131.85 2.77 2.1% 1.09 0.8% 69% False False 6,089
10 134.62 130.99 3.63 2.7% 1.13 0.8% 76% False False 3,743
20 134.62 127.50 7.12 5.3% 1.31 1.0% 88% False False 2,073
40 134.62 123.96 10.66 8.0% 1.03 0.8% 92% False False 1,119
60 134.62 123.28 11.34 8.5% 0.80 0.6% 92% False False 772
80 134.62 121.38 13.24 9.9% 0.60 0.4% 94% False False 636
100 134.62 118.80 15.82 11.8% 0.48 0.4% 95% False False 573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 137.00
2.618 135.79
1.618 135.05
1.000 134.59
0.618 134.31
HIGH 133.85
0.618 133.57
0.500 133.48
0.382 133.39
LOW 133.11
0.618 132.65
1.000 132.37
1.618 131.91
2.618 131.17
4.250 129.97
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 133.67 133.82
PP 133.57 133.80
S1 133.48 133.78

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

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