Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 130.16 132.08 1.92 1.5% 128.70
High 131.87 132.38 0.51 0.4% 132.38
Low 130.00 129.19 -0.81 -0.6% 128.62
Close 131.40 130.93 -0.47 -0.4% 130.93
Range 1.87 3.19 1.32 70.6% 3.76
ATR 0.98 1.14 0.16 16.1% 0.00
Volume 761 329 -432 -56.8% 2,322
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 140.40 138.86 132.68
R3 137.21 135.67 131.81
R2 134.02 134.02 131.51
R1 132.48 132.48 131.22 131.66
PP 130.83 130.83 130.83 130.42
S1 129.29 129.29 130.64 128.47
S2 127.64 127.64 130.35
S3 124.45 126.10 130.05
S4 121.26 122.91 129.18
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 141.92 140.19 133.00
R3 138.16 136.43 131.96
R2 134.40 134.40 131.62
R1 132.67 132.67 131.27 133.54
PP 130.64 130.64 130.64 131.08
S1 128.91 128.91 130.59 129.78
S2 126.88 126.88 130.24
S3 123.12 125.15 129.90
S4 119.36 121.39 128.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.38 128.62 3.76 2.9% 1.72 1.3% 61% True False 464
10 132.38 126.34 6.04 4.6% 1.21 0.9% 76% True False 313
20 132.38 125.22 7.16 5.5% 1.05 0.8% 80% True False 241
40 132.38 123.96 8.42 6.4% 0.79 0.6% 83% True False 176
60 132.38 122.93 9.45 7.2% 0.54 0.4% 85% True False 170
80 132.38 119.59 12.79 9.8% 0.41 0.3% 89% True False 226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 145.94
2.618 140.73
1.618 137.54
1.000 135.57
0.618 134.35
HIGH 132.38
0.618 131.16
0.500 130.79
0.382 130.41
LOW 129.19
0.618 127.22
1.000 126.00
1.618 124.03
2.618 120.84
4.250 115.63
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 130.88 130.88
PP 130.83 130.83
S1 130.79 130.79

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

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