Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 127.30 127.13 -0.17 -0.1% 124.40
High 127.41 127.41 0.00 0.0% 126.18
Low 126.90 126.98 0.08 0.1% 124.20
Close 127.05 127.11 0.06 0.0% 126.14
Range 0.51 0.43 -0.08 -15.7% 1.98
ATR 0.79 0.77 -0.03 -3.3% 0.00
Volume 467 117 -350 -74.9% 694
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 128.46 128.21 127.35
R3 128.03 127.78 127.23
R2 127.60 127.60 127.19
R1 127.35 127.35 127.15 127.26
PP 127.17 127.17 127.17 127.12
S1 126.92 126.92 127.07 126.83
S2 126.74 126.74 127.03
S3 126.31 126.49 126.99
S4 125.88 126.06 126.87
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
5 129.52 125.14 4.38 3.4% 1.21 1.0% 45% False False 278
10 129.52 123.96 5.56 4.4% 0.82 0.6% 57% False False 190
20 129.52 123.96 5.56 4.4% 0.69 0.5% 57% False False 144
40 129.52 123.28 6.24 4.9% 0.41 0.3% 61% False False 141
60 129.52 120.84 8.68 6.8% 0.28 0.2% 72% False False 224
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129.24
2.618 128.54
1.618 128.11
1.000 127.84
0.618 127.68
HIGH 127.41
0.618 127.25
0.500 127.20
0.382 127.14
LOW 126.98
0.618 126.71
1.000 126.55
1.618 126.28
2.618 125.85
4.250 125.15
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 127.20 128.21
PP 127.17 127.84
S1 127.14 127.48

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

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