Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 138.05 138.10 0.05 0.0% 136.98
High 138.61 138.91 0.30 0.2% 138.23
Low 137.95 137.46 -0.49 -0.4% 135.89
Close 138.17 137.58 -0.59 -0.4% 137.87
Range 0.66 1.45 0.79 119.7% 2.34
ATR 1.25 1.26 0.01 1.2% 0.00
Volume 780,254 1,076,797 296,543 38.0% 3,536,481
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 142.33 141.41 138.38
R3 140.88 139.96 137.98
R2 139.43 139.43 137.85
R1 138.51 138.51 137.71 138.25
PP 137.98 137.98 137.98 137.85
S1 137.06 137.06 137.45 136.80
S2 136.53 136.53 137.31
S3 135.08 135.61 137.18
S4 133.63 134.16 136.78
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
5 138.91 135.89 3.02 2.2% 1.12 0.8% 56% True False 893,854
10 138.91 132.64 6.27 4.6% 1.18 0.9% 79% True False 583,030
20 138.91 130.99 7.92 5.8% 1.13 0.8% 83% True False 297,196
40 138.91 125.22 13.69 10.0% 1.17 0.8% 90% True False 148,832
60 138.91 123.96 14.95 10.9% 1.01 0.7% 91% True False 99,271
80 138.91 123.28 15.63 11.4% 0.80 0.6% 91% True False 74,481
100 138.91 120.89 18.02 13.1% 0.64 0.5% 93% True False 59,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.07
2.618 142.71
1.618 141.26
1.000 140.36
0.618 139.81
HIGH 138.91
0.618 138.36
0.500 138.19
0.382 138.01
LOW 137.46
0.618 136.56
1.000 136.01
1.618 135.11
2.618 133.66
4.250 131.30
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 138.19 137.74
PP 137.98 137.68
S1 137.78 137.63

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

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