Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 126.72 127.55 0.83 0.7% 127.95
High 127.18 128.15 0.97 0.8% 128.37
Low 126.46 127.50 1.04 0.8% 125.22
Close 127.02 128.05 1.03 0.8% 126.38
Range 0.72 0.65 -0.07 -9.7% 3.15
ATR 0.81 0.83 0.02 2.9% 0.00
Volume 226 185 -41 -18.1% 807
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 129.85 129.60 128.41
R3 129.20 128.95 128.23
R2 128.55 128.55 128.17
R1 128.30 128.30 128.11 128.43
PP 127.90 127.90 127.90 127.96
S1 127.65 127.65 127.99 127.78
S2 127.25 127.25 127.93
S3 126.60 127.00 127.87
S4 125.95 126.35 127.69
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
5 128.15 125.22 2.93 2.3% 0.75 0.6% 97% True False 139
10 128.37 125.22 3.15 2.5% 0.64 0.5% 90% False False 140
20 129.52 123.96 5.56 4.3% 0.74 0.6% 74% False False 168
40 129.52 123.28 6.24 4.9% 0.56 0.4% 76% False False 125
60 129.52 121.97 7.55 5.9% 0.38 0.3% 81% False False 149
80 129.52 118.80 10.72 8.4% 0.28 0.2% 86% False False 200
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 130.91
2.618 129.85
1.618 129.20
1.000 128.80
0.618 128.55
HIGH 128.15
0.618 127.90
0.500 127.83
0.382 127.75
LOW 127.50
0.618 127.10
1.000 126.85
1.618 126.45
2.618 125.80
4.250 124.74
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 127.98 127.78
PP 127.90 127.51
S1 127.83 127.25

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

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