Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 136.70 138.05 1.35 1.0% 136.98
High 138.23 138.61 0.38 0.3% 138.23
Low 136.56 137.95 1.39 1.0% 135.89
Close 137.87 138.17 0.30 0.2% 137.87
Range 1.67 0.66 -1.01 -60.5% 2.34
ATR 1.28 1.25 -0.04 -3.0% 0.00
Volume 847,408 780,254 -67,154 -7.9% 3,536,481
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 140.22 139.86 138.53
R3 139.56 139.20 138.35
R2 138.90 138.90 138.29
R1 138.54 138.54 138.23 138.72
PP 138.24 138.24 138.24 138.34
S1 137.88 137.88 138.11 138.06
S2 137.58 137.58 138.05
S3 136.92 137.22 137.99
S4 136.26 136.56 137.81
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
5 138.61 135.89 2.72 2.0% 1.07 0.8% 84% True False 863,347
10 138.61 132.58 6.03 4.4% 1.14 0.8% 93% True False 480,402
20 138.61 130.99 7.62 5.5% 1.07 0.8% 94% True False 243,379
40 138.61 125.22 13.39 9.7% 1.14 0.8% 97% True False 121,914
60 138.61 123.96 14.65 10.6% 0.99 0.7% 97% True False 81,325
80 138.61 123.28 15.33 11.1% 0.78 0.6% 97% True False 61,025
100 138.61 120.89 17.72 12.8% 0.63 0.5% 98% True False 48,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 141.42
2.618 140.34
1.618 139.68
1.000 139.27
0.618 139.02
HIGH 138.61
0.618 138.36
0.500 138.28
0.382 138.20
LOW 137.95
0.618 137.54
1.000 137.29
1.618 136.88
2.618 136.22
4.250 135.15
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 138.28 137.91
PP 138.24 137.65
S1 138.21 137.40

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

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