Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 126.43 126.72 0.29 0.2% 127.95
High 127.02 127.18 0.16 0.1% 128.37
Low 126.34 126.46 0.12 0.1% 125.22
Close 126.94 127.02 0.08 0.1% 126.38
Range 0.68 0.72 0.04 5.9% 3.15
ATR 0.81 0.81 -0.01 -0.8% 0.00
Volume 33 226 193 584.8% 807
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 129.05 128.75 127.42
R3 128.33 128.03 127.22
R2 127.61 127.61 127.15
R1 127.31 127.31 127.09 127.46
PP 126.89 126.89 126.89 126.96
S1 126.59 126.59 126.95 126.74
S2 126.17 126.17 126.89
S3 125.45 125.87 126.82
S4 124.73 125.15 126.62
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
5 127.37 125.22 2.15 1.7% 0.73 0.6% 84% False False 109
10 128.37 125.22 3.15 2.5% 0.62 0.5% 57% False False 168
20 129.52 123.96 5.56 4.4% 0.74 0.6% 55% False False 164
40 129.52 123.28 6.24 4.9% 0.55 0.4% 60% False False 122
60 129.52 121.38 8.14 6.4% 0.36 0.3% 69% False False 157
80 129.52 118.80 10.72 8.4% 0.27 0.2% 77% False False 198
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
4.250 130.24
2.618 129.06
1.618 128.34
1.000 127.90
0.618 127.62
HIGH 127.18
0.618 126.90
0.500 126.82
0.382 126.74
LOW 126.46
0.618 126.02
1.000 125.74
1.618 125.30
2.618 124.58
4.250 123.40
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 126.95 126.75
PP 126.89 126.47
S1 126.82 126.20

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

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