Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 137.99 136.81 -1.18 -0.9% 136.98
High 138.26 136.94 -1.32 -1.0% 138.23
Low 136.53 135.12 -1.41 -1.0% 135.89
Close 136.79 136.12 -0.67 -0.5% 137.87
Range 1.73 1.82 0.09 5.2% 2.34
ATR 1.29 1.33 0.04 2.9% 0.00
Volume 1,149,022 1,114,399 -34,623 -3.0% 3,536,481
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 141.52 140.64 137.12
R3 139.70 138.82 136.62
R2 137.88 137.88 136.45
R1 137.00 137.00 136.29 136.53
PP 136.06 136.06 136.06 135.83
S1 135.18 135.18 135.95 134.71
S2 134.24 134.24 135.79
S3 132.42 133.36 135.62
S4 130.60 131.54 135.12
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
5 138.91 135.12 3.79 2.8% 1.47 1.1% 26% False True 993,576
10 138.91 132.64 6.27 4.6% 1.32 1.0% 56% False False 799,070
20 138.91 132.35 6.56 4.8% 1.21 0.9% 57% False False 410,175
40 138.91 125.22 13.69 10.1% 1.22 0.9% 80% False False 205,406
60 138.91 123.96 14.95 11.0% 1.05 0.8% 81% False False 136,994
80 138.91 123.28 15.63 11.5% 0.85 0.6% 82% False False 102,767
100 138.91 121.38 17.53 12.9% 0.68 0.5% 84% False False 82,277
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 0.22
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 144.68
2.618 141.70
1.618 139.88
1.000 138.76
0.618 138.06
HIGH 136.94
0.618 136.24
0.500 136.03
0.382 135.82
LOW 135.12
0.618 134.00
1.000 133.30
1.618 132.18
2.618 130.36
4.250 127.39
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 136.09 137.02
PP 136.06 136.72
S1 136.03 136.42

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

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