Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 136.43 136.70 0.27 0.2% 136.98
High 137.27 138.23 0.96 0.7% 138.23
Low 136.18 136.56 0.38 0.3% 135.89
Close 136.77 137.87 1.10 0.8% 137.87
Range 1.09 1.67 0.58 53.2% 2.34
ATR 1.25 1.28 0.03 2.4% 0.00
Volume 823,688 847,408 23,720 2.9% 3,536,481
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 142.56 141.89 138.79
R3 140.89 140.22 138.33
R2 139.22 139.22 138.18
R1 138.55 138.55 138.02 138.89
PP 137.55 137.55 137.55 137.72
S1 136.88 136.88 137.72 137.22
S2 135.88 135.88 137.56
S3 134.21 135.21 137.41
S4 132.54 133.54 136.95
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 144.35 143.45 139.16
R3 142.01 141.11 138.51
R2 139.67 139.67 138.30
R1 138.77 138.77 138.08 139.22
PP 137.33 137.33 137.33 137.56
S1 136.43 136.43 137.66 136.88
S2 134.99 134.99 137.44
S3 132.65 134.09 137.23
S4 130.31 131.75 136.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.23 133.94 4.29 3.1% 1.23 0.9% 92% True False 744,712
10 138.23 132.58 5.65 4.1% 1.19 0.9% 94% True False 403,447
20 138.23 130.99 7.24 5.3% 1.09 0.8% 95% True False 204,396
40 138.23 125.22 13.01 9.4% 1.14 0.8% 97% True False 102,409
60 138.23 123.96 14.27 10.4% 0.99 0.7% 97% True False 68,321
80 138.23 123.28 14.95 10.8% 0.78 0.6% 98% True False 51,275
100 138.23 120.84 17.39 12.6% 0.62 0.4% 98% True False 41,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 145.33
2.618 142.60
1.618 140.93
1.000 139.90
0.618 139.26
HIGH 138.23
0.618 137.59
0.500 137.40
0.382 137.20
LOW 136.56
0.618 135.53
1.000 134.89
1.618 133.86
2.618 132.19
4.250 129.46
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 137.71 137.60
PP 137.55 137.33
S1 137.40 137.06

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

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