Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 127.13 127.57 0.44 0.3% 126.08
High 127.41 127.85 0.44 0.3% 129.52
Low 126.98 127.34 0.36 0.3% 126.08
Close 127.11 127.69 0.58 0.5% 127.69
Range 0.43 0.51 0.08 18.6% 3.44
ATR 0.77 0.77 0.00 -0.3% 0.00
Volume 117 37 -80 -68.4% 894
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 129.16 128.93 127.97
R3 128.65 128.42 127.83
R2 128.14 128.14 127.78
R1 127.91 127.91 127.74 128.03
PP 127.63 127.63 127.63 127.68
S1 127.40 127.40 127.64 127.52
S2 127.12 127.12 127.60
S3 126.61 126.89 127.55
S4 126.10 126.38 127.41
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 138.08 136.33 129.58
R3 134.64 132.89 128.64
R2 131.20 131.20 128.32
R1 129.45 129.45 128.01 130.33
PP 127.76 127.76 127.76 128.20
S1 126.01 126.01 127.37 126.89
S2 124.32 124.32 127.06
S3 120.88 122.57 126.74
S4 117.44 119.13 125.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.52 126.08 3.44 2.7% 1.11 0.9% 47% False False 178
10 129.52 124.20 5.32 4.2% 0.82 0.6% 66% False False 158
20 129.52 123.96 5.56 4.4% 0.70 0.5% 67% False False 145
40 129.52 123.28 6.24 4.9% 0.43 0.3% 71% False False 135
60 129.52 120.89 8.63 6.8% 0.28 0.2% 79% False False 213
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.02
2.618 129.19
1.618 128.68
1.000 128.36
0.618 128.17
HIGH 127.85
0.618 127.66
0.500 127.60
0.382 127.53
LOW 127.34
0.618 127.02
1.000 126.83
1.618 126.51
2.618 126.00
4.250 125.17
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 127.66 127.59
PP 127.63 127.48
S1 127.60 127.38

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

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