Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 126.19 125.43 -0.76 -0.6% 127.95
High 126.19 126.38 0.19 0.2% 128.37
Low 125.66 125.22 -0.44 -0.4% 125.22
Close 125.71 126.38 0.67 0.5% 126.38
Range 0.53 1.16 0.63 118.9% 3.15
ATR 0.80 0.82 0.03 3.2% 0.00
Volume 94 157 63 67.0% 807
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 129.47 129.09 127.02
R3 128.31 127.93 126.70
R2 127.15 127.15 126.59
R1 126.77 126.77 126.49 126.96
PP 125.99 125.99 125.99 126.09
S1 125.61 125.61 126.27 125.80
S2 124.83 124.83 126.17
S3 123.67 124.45 126.06
S4 122.51 123.29 125.74
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 136.11 134.39 128.11
R3 132.96 131.24 127.25
R2 129.81 129.81 126.96
R1 128.09 128.09 126.67 127.38
PP 126.66 126.66 126.66 126.30
S1 124.94 124.94 126.09 124.23
S2 123.51 123.51 125.80
S3 120.36 121.79 125.51
S4 117.21 118.64 124.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.37 125.22 3.15 2.5% 0.68 0.5% 37% False True 161
10 129.52 125.22 4.30 3.4% 0.89 0.7% 27% False True 170
20 129.52 123.96 5.56 4.4% 0.72 0.6% 44% False False 175
40 129.52 123.28 6.24 4.9% 0.51 0.4% 50% False False 124
60 129.52 121.38 8.14 6.4% 0.34 0.3% 61% False False 174
80 129.52 118.80 10.72 8.5% 0.26 0.2% 71% False False 194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 131.31
2.618 129.42
1.618 128.26
1.000 127.54
0.618 127.10
HIGH 126.38
0.618 125.94
0.500 125.80
0.382 125.66
LOW 125.22
0.618 124.50
1.000 124.06
1.618 123.34
2.618 122.18
4.250 120.29
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 126.19 126.35
PP 125.99 126.32
S1 125.80 126.30

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

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