Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 137.77 137.55 -0.22 -0.2% 138.05
High 138.14 137.94 -0.20 -0.1% 138.91
Low 137.20 137.17 -0.03 0.0% 135.12
Close 137.74 137.80 0.06 0.0% 136.65
Range 0.94 0.77 -0.17 -18.1% 3.79
ATR 1.27 1.24 -0.04 -2.8% 0.00
Volume 806,637 795,899 -10,738 -1.3% 4,995,977
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 139.95 139.64 138.22
R3 139.18 138.87 138.01
R2 138.41 138.41 137.94
R1 138.10 138.10 137.87 138.26
PP 137.64 137.64 137.64 137.71
S1 137.33 137.33 137.73 137.49
S2 136.87 136.87 137.66
S3 136.10 136.56 137.59
S4 135.33 135.79 137.38
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 148.26 146.25 138.73
R3 144.47 142.46 137.69
R2 140.68 140.68 137.34
R1 138.67 138.67 137.00 137.78
PP 136.89 136.89 136.89 136.45
S1 134.88 134.88 136.30 133.99
S2 133.10 133.10 135.96
S3 129.31 131.09 135.61
S4 125.52 127.30 134.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.14 135.12 3.02 2.2% 1.07 0.8% 89% False False 835,619
10 138.91 135.12 3.79 2.8% 1.20 0.9% 71% False False 885,526
20 138.91 132.35 6.56 4.8% 1.15 0.8% 83% False False 561,898
40 138.91 127.50 11.41 8.3% 1.23 0.9% 90% False False 281,986
60 138.91 123.96 14.95 10.8% 1.07 0.8% 93% False False 188,045
80 138.91 123.28 15.63 11.3% 0.89 0.6% 93% False False 141,054
100 138.91 121.38 17.53 12.7% 0.71 0.5% 94% False False 112,888
120 138.91 118.80 20.11 14.6% 0.59 0.4% 94% False False 94,127
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.21
2.618 139.96
1.618 139.19
1.000 138.71
0.618 138.42
HIGH 137.94
0.618 137.65
0.500 137.56
0.382 137.46
LOW 137.17
0.618 136.69
1.000 136.40
1.618 135.92
2.618 135.15
4.250 133.90
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 137.72 137.73
PP 137.64 137.66
S1 137.56 137.60

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

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