Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	129.35	129.86	0.51	0.4%	127.62
High	129.87	130.70	0.83	0.6%	130.70
Low	129.13	129.66	0.53	0.4%	127.56
Close	129.58	130.66	1.08	0.8%	130.66
Range	0.74	1.04	0.30	40.5%	3.14
ATR	0.98	0.99	0.01	1.0%	0.00
Volume	869,498	955,546	86,048	9.9%	4,088,797

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.46	133.10	131.23
R3	132.42	132.06	130.95
R2	131.38	131.38	130.85
R1	131.02	131.02	130.76	131.20
PP	130.34	130.34	130.34	130.43
S1	129.98	129.98	130.56	130.16
S2	129.30	129.30	130.47
S3	128.26	128.94	130.37
S4	127.22	127.90	130.09

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.06	138.00	132.39
R3	135.92	134.86	131.52
R2	132.78	132.78	131.24
R1	131.72	131.72	130.95	132.25
PP	129.64	129.64	129.64	129.91
S1	128.58	128.58	130.37	129.11
S2	126.50	126.50	130.08
S3	123.36	125.44	129.80
S4	120.22	122.30	128.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.70	127.56	3.14	2.4%	0.93	0.7%	99%	True	False	817,759
10	130.70	126.39	4.31	3.3%	1.01	0.8%	99%	True	False	859,947
20	130.91	125.22	5.69	4.4%	1.08	0.8%	96%	False	False	978,522
40	130.91	124.37	6.54	5.0%	0.90	0.7%	96%	False	False	930,629
60	130.91	121.79	9.12	7.0%	0.81	0.6%	97%	False	False	625,772
80	130.91	119.38	11.53	8.8%	0.72	0.6%	98%	False	False	469,641
100	130.91	119.38	11.53	8.8%	0.65	0.5%	98%	False	False	375,746
120	130.91	119.38	11.53	8.8%	0.55	0.4%	98%	False	False	313,134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.12
2.618	133.42
1.618	132.38
1.000	131.74
0.618	131.34
HIGH	130.70
0.618	130.30
0.500	130.18
0.382	130.06
LOW	129.66
0.618	129.02
1.000	128.62
1.618	127.98
2.618	126.94
4.250	125.24

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	130.50	130.28
PP	130.34	129.89
S1	130.18	129.51

Download as Excel Spreadsheet

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

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