Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 133.60 132.64 -0.96 -0.7% 133.85
High 133.69 133.98 0.29 0.2% 134.30
Low 132.73 132.64 -0.09 -0.1% 132.35
Close 132.84 133.73 0.89 0.7% 133.66
Range 0.96 1.34 0.38 39.6% 1.95
ATR 1.18 1.19 0.01 1.0% 0.00
Volume 52,824 146,664 93,840 177.6% 52,557
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 137.47 136.94 134.47
R3 136.13 135.60 134.10
R2 134.79 134.79 133.98
R1 134.26 134.26 133.85 134.53
PP 133.45 133.45 133.45 133.58
S1 132.92 132.92 133.61 133.19
S2 132.11 132.11 133.48
S3 130.77 131.58 133.36
S4 129.43 130.24 132.99
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
5 134.30 132.58 1.72 1.3% 1.14 0.9% 67% False False 62,182
10 134.53 132.35 2.18 1.6% 1.04 0.8% 63% False False 35,594
20 134.62 129.19 5.43 4.1% 1.32 1.0% 84% False False 18,458
40 134.62 125.14 9.48 7.1% 1.13 0.8% 91% False False 9,355
60 134.62 123.96 10.66 8.0% 0.92 0.7% 92% False False 6,266
80 134.62 122.93 11.69 8.7% 0.70 0.5% 92% False False 4,740
100 134.62 119.37 15.25 11.4% 0.56 0.4% 94% False False 3,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 139.68
2.618 137.49
1.618 136.15
1.000 135.32
0.618 134.81
HIGH 133.98
0.618 133.47
0.500 133.31
0.382 133.15
LOW 132.64
0.618 131.81
1.000 131.30
1.618 130.47
2.618 129.13
4.250 126.95
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 133.59 133.59
PP 133.45 133.46
S1 133.31 133.32

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

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