Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 127.00 127.62 0.62 0.5% 129.03
High 127.82 128.45 0.63 0.5% 129.74
Low 126.39 127.56 1.17 0.9% 126.39
Close 127.69 128.26 0.57 0.4% 127.69
Range 1.43 0.89 -0.54 -37.8% 3.35
ATR 1.01 1.00 -0.01 -0.9% 0.00
Volume 1,014,196 640,756 -373,440 -36.8% 4,510,673
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 130.76 130.40 128.75
R3 129.87 129.51 128.50
R2 128.98 128.98 128.42
R1 128.62 128.62 128.34 128.80
PP 128.09 128.09 128.09 128.18
S1 127.73 127.73 128.18 127.91
S2 127.20 127.20 128.10
S3 126.31 126.84 128.02
S4 125.42 125.95 127.77
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.99 136.19 129.53
R3 134.64 132.84 128.61
R2 131.29 131.29 128.30
R1 129.49 129.49 128.00 128.72
PP 127.94 127.94 127.94 127.55
S1 126.14 126.14 127.38 125.37
S2 124.59 124.59 127.08
S3 121.24 122.79 126.77
S4 117.89 119.44 125.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.53 126.39 3.14 2.4% 1.12 0.9% 60% False False 900,220
10 130.91 126.39 4.52 3.5% 1.13 0.9% 41% False False 955,041
20 130.91 125.22 5.69 4.4% 1.05 0.8% 53% False False 1,012,735
40 130.91 124.37 6.54 5.1% 0.87 0.7% 59% False False 849,611
60 130.91 121.79 9.12 7.1% 0.77 0.6% 71% False False 568,483
80 130.91 119.38 11.53 9.0% 0.69 0.5% 77% False False 426,554
100 130.91 119.38 11.53 9.0% 0.62 0.5% 77% False False 341,272
120 130.91 119.38 11.53 9.0% 0.52 0.4% 77% False False 284,402
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.24
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132.23
2.618 130.78
1.618 129.89
1.000 129.34
0.618 129.00
HIGH 128.45
0.618 128.11
0.500 128.01
0.382 127.90
LOW 127.56
0.618 127.01
1.000 126.67
1.618 126.12
2.618 125.23
4.250 123.78
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 128.18 127.98
PP 128.09 127.70
S1 128.01 127.42

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

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