Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 135.37 135.13 -0.24 -0.2% 132.80
High 135.84 135.47 -0.37 -0.3% 136.26
Low 134.74 134.63 -0.11 -0.1% 132.47
Close 135.31 135.09 -0.22 -0.2% 135.43
Range 1.10 0.84 -0.26 -23.6% 3.79
ATR 1.38 1.34 -0.04 -2.8% 0.00
Volume 597,724 746,074 148,350 24.8% 3,327,433
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.58 137.18 135.55
R3 136.74 136.34 135.32
R2 135.90 135.90 135.24
R1 135.50 135.50 135.17 135.28
PP 135.06 135.06 135.06 134.96
S1 134.66 134.66 135.01 134.44
S2 134.22 134.22 134.94
S3 133.38 133.82 134.86
S4 132.54 132.98 134.63
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
5 136.26 133.36 2.90 2.1% 1.22 0.9% 60% False False 784,304
10 136.26 132.47 3.79 2.8% 1.30 1.0% 69% False False 761,602
20 136.26 128.31 7.95 5.9% 1.49 1.1% 85% False False 914,111
40 136.26 125.22 11.04 8.2% 1.27 0.9% 89% False False 962,671
60 136.26 124.37 11.89 8.8% 1.08 0.8% 90% False False 883,660
80 136.26 121.79 14.47 10.7% 0.96 0.7% 92% False False 664,556
100 136.26 119.38 16.88 12.5% 0.85 0.6% 93% False False 531,801
120 136.26 119.38 16.88 12.5% 0.77 0.6% 93% False False 443,192
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 139.04
2.618 137.67
1.618 136.83
1.000 136.31
0.618 135.99
HIGH 135.47
0.618 135.15
0.500 135.05
0.382 134.95
LOW 134.63
0.618 134.11
1.000 133.79
1.618 133.27
2.618 132.43
4.250 131.06
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 135.08 135.41
PP 135.06 135.30
S1 135.05 135.20

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

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