Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 135.88 135.37 -0.51 -0.4% 132.80
High 136.18 135.84 -0.34 -0.2% 136.26
Low 135.02 134.74 -0.28 -0.2% 132.47
Close 135.43 135.31 -0.12 -0.1% 135.43
Range 1.16 1.10 -0.06 -5.2% 3.79
ATR 1.40 1.38 -0.02 -1.5% 0.00
Volume 868,372 597,724 -270,648 -31.2% 3,327,433
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 138.60 138.05 135.92
R3 137.50 136.95 135.61
R2 136.40 136.40 135.51
R1 135.85 135.85 135.41 135.58
PP 135.30 135.30 135.30 135.16
S1 134.75 134.75 135.21 134.48
S2 134.20 134.20 135.11
S3 133.10 133.65 135.01
S4 132.00 132.55 134.71
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 146.09 144.55 137.51
R3 142.30 140.76 136.47
R2 138.51 138.51 136.12
R1 136.97 136.97 135.78 137.74
PP 134.72 134.72 134.72 135.11
S1 133.18 133.18 135.08 133.95
S2 130.93 130.93 134.74
S3 127.14 129.39 134.39
S4 123.35 125.60 133.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.26 132.52 3.74 2.8% 1.30 1.0% 75% False False 710,060
10 136.26 132.22 4.04 3.0% 1.39 1.0% 76% False False 788,893
20 136.26 127.76 8.50 6.3% 1.49 1.1% 89% False False 915,489
40 136.26 125.22 11.04 8.2% 1.27 0.9% 91% False False 964,112
60 136.26 124.37 11.89 8.8% 1.07 0.8% 92% False False 871,570
80 136.26 121.79 14.47 10.7% 0.95 0.7% 93% False False 655,234
100 136.26 119.38 16.88 12.5% 0.85 0.6% 94% False False 524,341
120 136.26 119.38 16.88 12.5% 0.77 0.6% 94% False False 436,975
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140.52
2.618 138.72
1.618 137.62
1.000 136.94
0.618 136.52
HIGH 135.84
0.618 135.42
0.500 135.29
0.382 135.16
LOW 134.74
0.618 134.06
1.000 133.64
1.618 132.96
2.618 131.86
4.250 130.07
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 135.30 135.30
PP 135.30 135.29
S1 135.29 135.28

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

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