Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 128.19 127.37 -0.82 -0.6% 126.08
High 128.19 127.37 -0.82 -0.6% 129.52
Low 127.46 126.83 -0.63 -0.5% 126.08
Close 127.75 126.83 -0.92 -0.7% 127.69
Range 0.73 0.54 -0.19 -26.0% 3.44
ATR 0.76 0.77 0.01 1.5% 0.00
Volume 439 39 -400 -91.1% 894
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 128.63 128.27 127.13
R3 128.09 127.73 126.98
R2 127.55 127.55 126.93
R1 127.19 127.19 126.88 127.10
PP 127.01 127.01 127.01 126.97
S1 126.65 126.65 126.78 126.56
S2 126.47 126.47 126.73
S3 125.93 126.11 126.68
S4 125.39 125.57 126.53
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
5 128.37 126.83 1.54 1.2% 0.53 0.4% 0% False True 142
10 129.52 124.60 4.92 3.9% 0.87 0.7% 45% False False 200
20 129.52 123.96 5.56 4.4% 0.69 0.5% 52% False False 169
40 129.52 123.28 6.24 4.9% 0.47 0.4% 57% False False 129
60 129.52 121.38 8.14 6.4% 0.31 0.2% 67% False False 191
Crabel Price Patterns
NR True
NR4 False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.67
2.618 128.78
1.618 128.24
1.000 127.91
0.618 127.70
HIGH 127.37
0.618 127.16
0.500 127.10
0.382 127.04
LOW 126.83
0.618 126.50
1.000 126.29
1.618 125.96
2.618 125.42
4.250 124.54
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 127.10 127.60
PP 127.01 127.34
S1 126.92 127.09

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

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