Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 127.37 126.19 -1.18 -0.9% 126.08
High 127.37 126.19 -1.18 -0.9% 129.52
Low 126.83 125.66 -1.17 -0.9% 126.08
Close 126.83 125.71 -1.12 -0.9% 127.69
Range 0.54 0.53 -0.01 -1.9% 3.44
ATR 0.77 0.80 0.03 3.7% 0.00
Volume 39 94 55 141.0% 894
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 127.44 127.11 126.00
R3 126.91 126.58 125.86
R2 126.38 126.38 125.81
R1 126.05 126.05 125.76 125.95
PP 125.85 125.85 125.85 125.81
S1 125.52 125.52 125.66 125.42
S2 125.32 125.32 125.61
S3 124.79 124.99 125.56
S4 124.26 124.46 125.42
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 138.08 136.33 129.58
R3 134.64 132.89 128.64
R2 131.20 131.20 128.32
R1 129.45 129.45 128.01 130.33
PP 127.76 127.76 127.76 128.20
S1 126.01 126.01 127.37 126.89
S2 124.32 124.32 127.06
S3 120.88 122.57 126.74
S4 117.44 119.13 125.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.37 125.66 2.71 2.2% 0.55 0.4% 2% False True 137
10 129.52 125.14 4.38 3.5% 0.88 0.7% 13% False False 207
20 129.52 123.96 5.56 4.4% 0.68 0.5% 31% False False 169
40 129.52 123.28 6.24 5.0% 0.48 0.4% 39% False False 124
60 129.52 121.38 8.14 6.5% 0.32 0.3% 53% False False 182
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 0.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.44
2.618 127.58
1.618 127.05
1.000 126.72
0.618 126.52
HIGH 126.19
0.618 125.99
0.500 125.93
0.382 125.86
LOW 125.66
0.618 125.33
1.000 125.13
1.618 124.80
2.618 124.27
4.250 123.41
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 125.93 126.93
PP 125.85 126.52
S1 125.78 126.12

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

View Archives - Comment on this page... - Back to Index of Symbols