Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 133.99 136.98 2.99 2.2% 133.57
High 135.40 137.27 1.87 1.4% 135.40
Low 133.94 136.07 2.13 1.6% 132.58
Close 135.31 137.01 1.70 1.3% 135.31
Range 1.46 1.20 -0.26 -17.8% 2.82
ATR 1.23 1.28 0.05 4.3% 0.00
Volume 187,083 924,260 737,177 394.0% 487,287
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 140.38 139.90 137.67
R3 139.18 138.70 137.34
R2 137.98 137.98 137.23
R1 137.50 137.50 137.12 137.74
PP 136.78 136.78 136.78 136.91
S1 136.30 136.30 136.90 136.54
S2 135.58 135.58 136.79
S3 134.38 135.10 136.68
S4 133.18 133.90 136.35
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 142.89 141.92 136.86
R3 140.07 139.10 136.09
R2 137.25 137.25 135.83
R1 136.28 136.28 135.57 136.77
PP 134.43 134.43 134.43 134.67
S1 133.46 133.46 135.05 133.95
S2 131.61 131.61 134.79
S3 128.79 130.64 134.53
S4 125.97 127.82 133.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.27 132.64 4.63 3.4% 1.24 0.9% 94% True False 272,207
10 137.27 132.35 4.92 3.6% 1.11 0.8% 95% True False 145,015
20 137.27 130.88 6.39 4.7% 1.15 0.8% 96% True False 74,004
40 137.27 125.22 12.05 8.8% 1.13 0.8% 98% True False 37,123
60 137.27 123.96 13.31 9.7% 0.95 0.7% 98% True False 24,786
80 137.27 122.93 14.34 10.5% 0.73 0.5% 98% True False 18,629
100 137.27 120.10 17.17 12.5% 0.59 0.4% 98% True False 14,982
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.37
2.618 140.41
1.618 139.21
1.000 138.47
0.618 138.01
HIGH 137.27
0.618 136.81
0.500 136.67
0.382 136.53
LOW 136.07
0.618 135.33
1.000 134.87
1.618 134.13
2.618 132.93
4.250 130.97
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 136.90 136.33
PP 136.78 135.64
S1 136.67 134.96

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

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