Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 125.43 126.43 1.00 0.8% 127.95
High 126.38 127.02 0.64 0.5% 128.37
Low 125.22 126.34 1.12 0.9% 125.22
Close 126.38 126.94 0.56 0.4% 126.38
Range 1.16 0.68 -0.48 -41.4% 3.15
ATR 0.82 0.81 -0.01 -1.3% 0.00
Volume 157 33 -124 -79.0% 807
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 128.81 128.55 127.31
R3 128.13 127.87 127.13
R2 127.45 127.45 127.06
R1 127.19 127.19 127.00 127.32
PP 126.77 126.77 126.77 126.83
S1 126.51 126.51 126.88 126.64
S2 126.09 126.09 126.82
S3 125.41 125.83 126.75
S4 124.73 125.15 126.57
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
5 128.19 125.22 2.97 2.3% 0.73 0.6% 58% False False 152
10 129.52 125.22 4.30 3.4% 0.77 0.6% 40% False False 164
20 129.52 123.96 5.56 4.4% 0.73 0.6% 54% False False 177
40 129.52 123.28 6.24 4.9% 0.53 0.4% 59% False False 120
60 129.52 121.38 8.14 6.4% 0.35 0.3% 68% False False 163
80 129.52 118.80 10.72 8.4% 0.26 0.2% 76% False False 195
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.91
2.618 128.80
1.618 128.12
1.000 127.70
0.618 127.44
HIGH 127.02
0.618 126.76
0.500 126.68
0.382 126.60
LOW 126.34
0.618 125.92
1.000 125.66
1.618 125.24
2.618 124.56
4.250 123.45
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 126.85 126.67
PP 126.77 126.39
S1 126.68 126.12

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

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