Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 07-Jul-2011

Day Change Summary
	Previous	Current
	06-Jul-2011	07-Jul-2011	Change	Change %	Previous Week
Open	124.48	124.94	0.46	0.4%	126.16
High	125.33	125.01	-0.32	-0.3%	126.16
Low	124.48	124.60	0.12	0.1%	123.96
Close	125.25	124.69	-0.56	-0.4%	124.13
Range	0.85	0.41	-0.44	-51.8%	2.20
ATR	0.53	0.54	0.01	1.7%	0.00
Volume	69	16	-53	-76.8%	1,114

Daily Pivots for day following 07-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.00	125.75	124.92
R3	125.59	125.34	124.80
R2	125.18	125.18	124.77
R1	124.93	124.93	124.73	124.85
PP	124.77	124.77	124.77	124.73
S1	124.52	124.52	124.65	124.44
S2	124.36	124.36	124.61
S3	123.95	124.11	124.58
S4	123.54	123.70	124.46

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.35	129.94	125.34
R3	129.15	127.74	124.74
R2	126.95	126.95	124.53
R1	125.54	125.54	124.33	125.15
PP	124.75	124.75	124.75	124.55
S1	123.34	123.34	123.93	122.95
S2	122.55	122.55	123.73
S3	120.35	121.14	123.53
S4	118.15	118.94	122.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.33	123.96	1.37	1.1%	0.44	0.3%	53%	False	False	102
10	126.20	123.96	2.24	1.8%	0.48	0.4%	33%	False	False	131
20	126.20	123.96	2.24	1.8%	0.50	0.4%	33%	False	False	90
40	126.20	122.93	3.27	2.6%	0.26	0.2%	54%	False	False	125
60	126.20	119.37	6.83	5.5%	0.18	0.1%	78%	False	False	215

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.75
2.618	126.08
1.618	125.67
1.000	125.42
0.618	125.26
HIGH	125.01
0.618	124.85
0.500	124.81
0.382	124.76
LOW	124.60
0.618	124.35
1.000	124.19
1.618	123.94
2.618	123.53
4.250	122.86

Fisher Pivots for day following 07-Jul-2011
Pivot	1 day	3 day
R1	124.81	124.77
PP	124.77	124.74
S1	124.73	124.72

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