Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 135.13 135.16 0.03 0.0% 132.80
High 135.47 135.33 -0.14 -0.1% 136.26
Low 134.63 134.25 -0.38 -0.3% 132.47
Close 135.09 134.26 -0.83 -0.6% 135.43
Range 0.84 1.08 0.24 28.6% 3.79
ATR 1.34 1.33 -0.02 -1.4% 0.00
Volume 746,074 882,578 136,504 18.3% 3,327,433
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.85 137.14 134.85
R3 136.77 136.06 134.56
R2 135.69 135.69 134.46
R1 134.98 134.98 134.36 134.80
PP 134.61 134.61 134.61 134.52
S1 133.90 133.90 134.16 133.72
S2 133.53 133.53 134.06
S3 132.45 132.82 133.96
S4 131.37 131.74 133.67
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
5 136.26 134.25 2.01 1.5% 1.23 0.9% 0% False True 822,348
10 136.26 132.47 3.79 2.8% 1.22 0.9% 47% False False 749,693
20 136.26 129.13 7.13 5.3% 1.49 1.1% 72% False False 915,772
40 136.26 125.22 11.04 8.2% 1.28 1.0% 82% False False 958,636
60 136.26 124.37 11.89 8.9% 1.09 0.8% 83% False False 896,933
80 136.26 121.79 14.47 10.8% 0.97 0.7% 86% False False 675,582
100 136.26 119.38 16.88 12.6% 0.86 0.6% 88% False False 540,624
120 136.26 119.38 16.88 12.6% 0.78 0.6% 88% False False 450,543
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.92
2.618 138.16
1.618 137.08
1.000 136.41
0.618 136.00
HIGH 135.33
0.618 134.92
0.500 134.79
0.382 134.66
LOW 134.25
0.618 133.58
1.000 133.17
1.618 132.50
2.618 131.42
4.250 129.66
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 134.79 135.05
PP 134.61 134.78
S1 134.44 134.52

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

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