Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 125.60 125.62 0.02 0.0% 127.55
High 125.82 125.98 0.16 0.1% 127.57
Low 125.22 125.41 0.19 0.2% 125.22
Close 125.48 125.62 0.14 0.1% 125.48
Range 0.60 0.57 -0.03 -5.0% 2.35
ATR 0.71 0.70 -0.01 -1.4% 0.00
Volume 986,522 765,529 -220,993 -22.4% 5,118,827
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 127.38 127.07 125.93
R3 126.81 126.50 125.78
R2 126.24 126.24 125.72
R1 125.93 125.93 125.67 125.91
PP 125.67 125.67 125.67 125.66
S1 125.36 125.36 125.57 125.34
S2 125.10 125.10 125.52
S3 124.53 124.79 125.46
S4 123.96 124.22 125.31
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 133.14 131.66 126.77
R3 130.79 129.31 126.13
R2 128.44 128.44 125.91
R1 126.96 126.96 125.70 126.53
PP 126.09 126.09 126.09 125.87
S1 124.61 124.61 125.26 124.18
S2 123.74 123.74 125.05
S3 121.39 122.26 124.83
S4 119.04 119.91 124.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.07 125.22 1.85 1.5% 0.73 0.6% 22% False False 1,016,124
10 127.57 125.22 2.35 1.9% 0.75 0.6% 17% False False 972,159
20 127.57 124.37 3.20 2.5% 0.70 0.6% 39% False False 962,713
40 127.57 123.28 4.29 3.4% 0.65 0.5% 55% False False 493,149
60 127.57 119.38 8.19 6.5% 0.61 0.5% 76% False False 329,212
80 127.57 119.38 8.19 6.5% 0.55 0.4% 76% False False 246,952
100 127.57 119.38 8.19 6.5% 0.46 0.4% 76% False False 197,577
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.13
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 128.40
2.618 127.47
1.618 126.90
1.000 126.55
0.618 126.33
HIGH 125.98
0.618 125.76
0.500 125.70
0.382 125.63
LOW 125.41
0.618 125.06
1.000 124.84
1.618 124.49
2.618 123.92
4.250 122.99
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 125.70 125.65
PP 125.67 125.64
S1 125.65 125.63

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

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