Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 127.83 127.30 -0.53 -0.4% 124.40
High 129.52 127.41 -2.11 -1.6% 126.18
Low 127.37 126.90 -0.47 -0.4% 124.20
Close 127.59 127.05 -0.54 -0.4% 126.14
Range 2.15 0.51 -1.64 -76.3% 1.98
ATR 0.80 0.79 -0.01 -1.0% 0.00
Volume 179 467 288 160.9% 694
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 128.65 128.36 127.33
R3 128.14 127.85 127.19
R2 127.63 127.63 127.14
R1 127.34 127.34 127.10 127.23
PP 127.12 127.12 127.12 127.07
S1 126.83 126.83 127.00 126.72
S2 126.61 126.61 126.96
S3 126.10 126.32 126.91
S4 125.59 125.81 126.77
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.45 130.77 127.23
R3 129.47 128.79 126.68
R2 127.49 127.49 126.50
R1 126.81 126.81 126.32 127.15
PP 125.51 125.51 125.51 125.68
S1 124.83 124.83 125.96 125.17
S2 123.53 123.53 125.78
S3 121.55 122.85 125.60
S4 119.57 120.87 125.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.52 124.60 4.92 3.9% 1.21 1.0% 50% False False 258
10 129.52 123.96 5.56 4.4% 0.85 0.7% 56% False False 196
20 129.52 123.96 5.56 4.4% 0.69 0.5% 56% False False 145
40 129.52 122.93 6.59 5.2% 0.40 0.3% 63% False False 145
60 129.52 120.84 8.68 6.8% 0.27 0.2% 72% False False 232
Crabel Price Patterns
NR True
NR4 True
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 0.09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129.58
2.618 128.75
1.618 128.24
1.000 127.92
0.618 127.73
HIGH 127.41
0.618 127.22
0.500 127.16
0.382 127.09
LOW 126.90
0.618 126.58
1.000 126.39
1.618 126.07
2.618 125.56
4.250 124.73
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 127.16 127.80
PP 127.12 127.55
S1 127.09 127.30

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

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