Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 138.10 137.99 -0.11 -0.1% 136.98
High 138.91 138.26 -0.65 -0.5% 138.23
Low 137.46 136.53 -0.93 -0.7% 135.89
Close 137.58 136.79 -0.79 -0.6% 137.87
Range 1.45 1.73 0.28 19.3% 2.34
ATR 1.26 1.29 0.03 2.7% 0.00
Volume 1,076,797 1,149,022 72,225 6.7% 3,536,481
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 142.38 141.32 137.74
R3 140.65 139.59 137.27
R2 138.92 138.92 137.11
R1 137.86 137.86 136.95 137.53
PP 137.19 137.19 137.19 137.03
S1 136.13 136.13 136.63 135.80
S2 135.46 135.46 136.47
S3 133.73 134.40 136.31
S4 132.00 132.67 135.84
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
5 138.91 136.18 2.73 2.0% 1.32 1.0% 22% False False 935,433
10 138.91 132.64 6.27 4.6% 1.23 0.9% 66% False False 692,912
20 138.91 131.85 7.06 5.2% 1.16 0.8% 70% False False 354,516
40 138.91 125.22 13.69 10.0% 1.19 0.9% 85% False False 177,547
60 138.91 123.96 14.95 10.9% 1.03 0.8% 86% False False 118,421
80 138.91 123.28 15.63 11.4% 0.82 0.6% 86% False False 88,841
100 138.91 120.89 18.02 13.2% 0.66 0.5% 88% False False 71,139
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 0.21
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 145.61
2.618 142.79
1.618 141.06
1.000 139.99
0.618 139.33
HIGH 138.26
0.618 137.60
0.500 137.40
0.382 137.19
LOW 136.53
0.618 135.46
1.000 134.80
1.618 133.73
2.618 132.00
4.250 129.18
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 137.40 137.72
PP 137.19 137.41
S1 136.99 137.10

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

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