Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 137.55 138.25 0.70 0.5% 138.05
High 137.94 139.07 1.13 0.8% 138.91
Low 137.17 138.22 1.05 0.8% 135.12
Close 137.80 138.74 0.94 0.7% 136.65
Range 0.77 0.85 0.08 10.4% 3.79
ATR 1.24 1.24 0.00 0.2% 0.00
Volume 795,899 1,022,888 226,989 28.5% 4,995,977
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 141.23 140.83 139.21
R3 140.38 139.98 138.97
R2 139.53 139.53 138.90
R1 139.13 139.13 138.82 139.33
PP 138.68 138.68 138.68 138.78
S1 138.28 138.28 138.66 138.48
S2 137.83 137.83 138.58
S3 136.98 137.43 138.51
S4 136.13 136.58 138.27
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
5 139.07 135.69 3.38 2.4% 0.88 0.6% 90% True False 817,317
10 139.07 135.12 3.95 2.8% 1.17 0.8% 92% True False 905,446
20 139.07 132.35 6.72 4.8% 1.15 0.8% 95% True False 612,580
40 139.07 127.91 11.16 8.0% 1.24 0.9% 97% True False 307,553
60 139.07 123.96 15.11 10.9% 1.07 0.8% 98% True False 205,091
80 139.07 123.28 15.79 11.4% 0.90 0.6% 98% True False 153,839
100 139.07 121.97 17.10 12.3% 0.72 0.5% 98% True False 123,111
120 139.07 118.80 20.27 14.6% 0.60 0.4% 98% True False 102,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.68
2.618 141.30
1.618 140.45
1.000 139.92
0.618 139.60
HIGH 139.07
0.618 138.75
0.500 138.65
0.382 138.54
LOW 138.22
0.618 137.69
1.000 137.37
1.618 136.84
2.618 135.99
4.250 134.61
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 138.71 138.53
PP 138.68 138.33
S1 138.65 138.12

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

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