Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 133.58 133.68 0.10 0.1% 131.35
High 133.85 133.68 -0.17 -0.1% 134.62
Low 133.11 132.74 -0.37 -0.3% 130.99
Close 133.76 133.01 -0.75 -0.6% 133.73
Range 0.74 0.94 0.20 27.0% 3.63
ATR 1.23 1.22 -0.02 -1.2% 0.00
Volume 8,576 9,249 673 7.8% 11,005
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.96 135.43 133.53
R3 135.02 134.49 133.27
R2 134.08 134.08 133.18
R1 133.55 133.55 133.10 133.35
PP 133.14 133.14 133.14 133.04
S1 132.61 132.61 132.92 132.41
S2 132.20 132.20 132.84
S3 131.26 131.67 132.75
S4 130.32 130.73 132.49
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
5 134.62 132.73 1.89 1.4% 1.11 0.8% 15% False False 7,698
10 134.62 130.99 3.63 2.7% 1.04 0.8% 56% False False 4,516
20 134.62 127.91 6.71 5.0% 1.33 1.0% 76% False False 2,527
40 134.62 123.96 10.66 8.0% 1.04 0.8% 85% False False 1,347
60 134.62 123.28 11.34 8.5% 0.82 0.6% 86% False False 926
80 134.62 121.97 12.65 9.5% 0.61 0.5% 87% False False 743
100 134.62 118.80 15.82 11.9% 0.49 0.4% 90% False False 665
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.68
2.618 136.14
1.618 135.20
1.000 134.62
0.618 134.26
HIGH 133.68
0.618 133.32
0.500 133.21
0.382 133.10
LOW 132.74
0.618 132.16
1.000 131.80
1.618 131.22
2.618 130.28
4.250 128.75
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 133.21 133.47
PP 133.14 133.32
S1 133.08 133.16

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

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