Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 138.25 138.77 0.52 0.4% 137.16
High 139.07 139.19 0.12 0.1% 139.19
Low 138.22 137.48 -0.74 -0.5% 137.05
Close 138.74 137.69 -1.05 -0.8% 137.69
Range 0.85 1.71 0.86 101.2% 2.14
ATR 1.24 1.27 0.03 2.7% 0.00
Volume 1,022,888 897,007 -125,881 -12.3% 4,108,088
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 143.25 142.18 138.63
R3 141.54 140.47 138.16
R2 139.83 139.83 138.00
R1 138.76 138.76 137.85 138.44
PP 138.12 138.12 138.12 137.96
S1 137.05 137.05 137.53 136.73
S2 136.41 136.41 137.38
S3 134.70 135.34 137.22
S4 132.99 133.63 136.75
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 144.40 143.18 138.87
R3 142.26 141.04 138.28
R2 140.12 140.12 138.08
R1 138.90 138.90 137.89 139.51
PP 137.98 137.98 137.98 138.28
S1 136.76 136.76 137.49 137.37
S2 135.84 135.84 137.30
S3 133.70 134.62 137.10
S4 131.56 132.48 136.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.19 137.05 2.14 1.6% 0.99 0.7% 30% True False 821,617
10 139.19 135.12 4.07 3.0% 1.18 0.9% 63% True False 910,406
20 139.19 132.58 6.61 4.8% 1.18 0.9% 77% True False 656,927
40 139.19 128.43 10.76 7.8% 1.27 0.9% 86% True False 329,974
60 139.19 123.96 15.23 11.1% 1.09 0.8% 90% True False 220,039
80 139.19 123.28 15.91 11.6% 0.92 0.7% 91% True False 165,051
100 139.19 122.34 16.85 12.2% 0.74 0.5% 91% True False 132,078
120 139.19 118.80 20.39 14.8% 0.61 0.4% 93% True False 110,126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 146.46
2.618 143.67
1.618 141.96
1.000 140.90
0.618 140.25
HIGH 139.19
0.618 138.54
0.500 138.34
0.382 138.13
LOW 137.48
0.618 136.42
1.000 135.77
1.618 134.71
2.618 133.00
4.250 130.21
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 138.34 138.18
PP 138.12 138.02
S1 137.91 137.85

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

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