Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 127.55 128.04 0.49 0.4% 127.95
High 128.15 128.52 0.37 0.3% 128.37
Low 127.50 127.91 0.41 0.3% 125.22
Close 128.05 128.10 0.05 0.0% 126.38
Range 0.65 0.61 -0.04 -6.2% 3.15
ATR 0.83 0.81 -0.02 -1.9% 0.00
Volume 185 168 -17 -9.2% 807
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 130.01 129.66 128.44
R3 129.40 129.05 128.27
R2 128.79 128.79 128.21
R1 128.44 128.44 128.16 128.62
PP 128.18 128.18 128.18 128.26
S1 127.83 127.83 128.04 128.01
S2 127.57 127.57 127.99
S3 126.96 127.22 127.93
S4 126.35 126.61 127.76
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
5 128.52 125.22 3.30 2.6% 0.76 0.6% 87% True False 153
10 128.52 125.22 3.30 2.6% 0.66 0.5% 87% True False 145
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% 0.58 0.5% 77% False False 128
60 129.52 122.34 7.18 5.6% 0.39 0.3% 80% False False 147
80 129.52 118.80 10.72 8.4% 0.29 0.2% 87% False False 202
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 131.11
2.618 130.12
1.618 129.51
1.000 129.13
0.618 128.90
HIGH 128.52
0.618 128.29
0.500 128.22
0.382 128.14
LOW 127.91
0.618 127.53
1.000 127.30
1.618 126.92
2.618 126.31
4.250 125.32
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 128.22 127.90
PP 128.18 127.69
S1 128.14 127.49

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

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