Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 138.77 137.95 -0.82 -0.6% 137.16
High 139.19 138.39 -0.80 -0.6% 139.19
Low 137.48 136.85 -0.63 -0.5% 137.05
Close 137.69 136.92 -0.77 -0.6% 137.69
Range 1.71 1.54 -0.17 -9.9% 2.14
ATR 1.27 1.29 0.02 1.5% 0.00
Volume 897,007 942,431 45,424 5.1% 4,108,088
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 142.01 141.00 137.77
R3 140.47 139.46 137.34
R2 138.93 138.93 137.20
R1 137.92 137.92 137.06 137.66
PP 137.39 137.39 137.39 137.25
S1 136.38 136.38 136.78 136.12
S2 135.85 135.85 136.64
S3 134.31 134.84 136.50
S4 132.77 133.30 136.07
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
5 139.19 136.85 2.34 1.7% 1.16 0.8% 3% False True 892,972
10 139.19 135.12 4.07 3.0% 1.26 0.9% 44% False False 926,624
20 139.19 132.58 6.61 4.8% 1.20 0.9% 66% False False 703,513
40 139.19 128.62 10.57 7.7% 1.28 0.9% 79% False False 353,530
60 139.19 124.20 14.99 10.9% 1.11 0.8% 85% False False 235,740
80 139.19 123.28 15.91 11.6% 0.94 0.7% 86% False False 176,831
100 139.19 122.78 16.41 12.0% 0.75 0.6% 86% False False 141,499
120 139.19 118.80 20.39 14.9% 0.63 0.5% 89% False False 117,980
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.94
2.618 142.42
1.618 140.88
1.000 139.93
0.618 139.34
HIGH 138.39
0.618 137.80
0.500 137.62
0.382 137.44
LOW 136.85
0.618 135.90
1.000 135.31
1.618 134.36
2.618 132.82
4.250 130.31
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 137.62 138.02
PP 137.39 137.65
S1 137.15 137.29

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

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