Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 126.17 126.03 -0.14 -0.1% 125.62
High 126.53 127.50 0.97 0.8% 127.50
Low 125.79 125.85 0.06 0.0% 125.41
Close 126.05 127.43 1.38 1.1% 127.43
Range 0.74 1.65 0.91 123.0% 2.09
ATR 0.72 0.79 0.07 9.2% 0.00
Volume 1,174,571 1,144,764 -29,807 -2.5% 4,245,502
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.88 131.30 128.34
R3 130.23 129.65 127.88
R2 128.58 128.58 127.73
R1 128.00 128.00 127.58 128.29
PP 126.93 126.93 126.93 127.07
S1 126.35 126.35 127.28 126.64
S2 125.28 125.28 127.13
S3 123.63 124.70 126.98
S4 121.98 123.05 126.52
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 133.05 132.33 128.58
R3 130.96 130.24 128.00
R2 128.87 128.87 127.81
R1 128.15 128.15 127.62 128.51
PP 126.78 126.78 126.78 126.96
S1 126.06 126.06 127.24 126.42
S2 124.69 124.69 127.05
S3 122.60 123.97 126.86
S4 120.51 121.88 126.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.50 125.22 2.28 1.8% 0.91 0.7% 97% True False 1,046,404
10 127.57 125.22 2.35 1.8% 0.86 0.7% 94% False False 1,027,664
20 127.57 125.15 2.42 1.9% 0.76 0.6% 94% False False 994,010
40 127.57 123.49 4.08 3.2% 0.69 0.5% 97% False False 579,853
60 127.57 119.63 7.94 6.2% 0.65 0.5% 98% False False 387,201
80 127.57 119.38 8.19 6.4% 0.58 0.5% 98% False False 290,451
100 127.57 119.38 8.19 6.4% 0.49 0.4% 98% False False 232,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 134.51
2.618 131.82
1.618 130.17
1.000 129.15
0.618 128.52
HIGH 127.50
0.618 126.87
0.500 126.68
0.382 126.48
LOW 125.85
0.618 124.83
1.000 124.20
1.618 123.18
2.618 121.53
4.250 118.84
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 127.18 127.14
PP 126.93 126.86
S1 126.68 126.57

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

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