Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 132.93 133.60 0.67 0.5% 133.85
High 134.00 133.69 -0.31 -0.2% 134.30
Low 132.75 132.73 -0.02 0.0% 132.35
Close 133.67 132.84 -0.83 -0.6% 133.66
Range 1.25 0.96 -0.29 -23.2% 1.95
ATR 1.20 1.18 -0.02 -1.4% 0.00
Volume 50,206 52,824 2,618 5.2% 52,557
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.97 135.36 133.37
R3 135.01 134.40 133.10
R2 134.05 134.05 133.02
R1 133.44 133.44 132.93 133.27
PP 133.09 133.09 133.09 133.00
S1 132.48 132.48 132.75 132.31
S2 132.13 132.13 132.66
S3 131.17 131.52 132.58
S4 130.21 130.56 132.31
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 139.29 138.42 134.73
R3 137.34 136.47 134.20
R2 135.39 135.39 134.02
R1 134.52 134.52 133.84 133.98
PP 133.44 133.44 133.44 133.17
S1 132.57 132.57 133.48 132.03
S2 131.49 131.49 133.30
S3 129.54 130.62 133.12
S4 127.59 128.67 132.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.30 132.35 1.95 1.5% 1.09 0.8% 25% False False 34,864
10 134.62 132.35 2.27 1.7% 1.10 0.8% 22% False False 21,281
20 134.62 129.19 5.43 4.1% 1.35 1.0% 67% False False 11,163
40 134.62 124.60 10.02 7.5% 1.11 0.8% 82% False False 5,688
60 134.62 123.96 10.66 8.0% 0.90 0.7% 83% False False 3,822
80 134.62 122.93 11.69 8.8% 0.68 0.5% 85% False False 2,911
100 134.62 119.36 15.26 11.5% 0.55 0.4% 88% False False 2,406
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 0.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 137.77
2.618 136.20
1.618 135.24
1.000 134.65
0.618 134.28
HIGH 133.69
0.618 133.32
0.500 133.21
0.382 133.10
LOW 132.73
0.618 132.14
1.000 131.77
1.618 131.18
2.618 130.22
4.250 128.65
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 133.21 133.29
PP 133.09 133.14
S1 132.96 132.99

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

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