Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 136.35 136.43 0.08 0.1% 133.57
High 136.63 137.27 0.64 0.5% 135.40
Low 135.89 136.18 0.29 0.2% 132.58
Close 136.34 136.77 0.43 0.3% 135.31
Range 0.74 1.09 0.35 47.3% 2.82
ATR 1.27 1.25 -0.01 -1.0% 0.00
Volume 941,125 823,688 -117,437 -12.5% 487,287
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 140.01 139.48 137.37
R3 138.92 138.39 137.07
R2 137.83 137.83 136.97
R1 137.30 137.30 136.87 137.57
PP 136.74 136.74 136.74 136.87
S1 136.21 136.21 136.67 136.48
S2 135.65 135.65 136.57
S3 134.56 135.12 136.47
S4 133.47 134.03 136.17
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% 1.17 0.9% 89% True False 604,564
10 137.27 132.35 4.92 3.6% 1.13 0.8% 90% True False 319,714
20 137.27 130.99 6.28 4.6% 1.08 0.8% 92% True False 162,115
40 137.27 125.22 12.05 8.8% 1.11 0.8% 96% True False 81,227
60 137.27 123.96 13.31 9.7% 0.97 0.7% 96% True False 54,199
80 137.27 122.93 14.34 10.5% 0.75 0.6% 97% True False 40,686
100 137.27 120.84 16.43 12.0% 0.60 0.4% 97% True False 32,630
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.90
2.618 140.12
1.618 139.03
1.000 138.36
0.618 137.94
HIGH 137.27
0.618 136.85
0.500 136.73
0.382 136.60
LOW 136.18
0.618 135.51
1.000 135.09
1.618 134.42
2.618 133.33
4.250 131.55
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 136.76 136.71
PP 136.74 136.64
S1 136.73 136.58

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

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