Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 128.60 128.70 0.10 0.1% 126.43
High 129.29 130.01 0.72 0.6% 129.29
Low 128.43 128.62 0.19 0.1% 126.34
Close 129.01 129.82 0.81 0.6% 129.01
Range 0.86 1.39 0.53 61.6% 2.95
ATR 0.84 0.88 0.04 4.7% 0.00
Volume 200 181 -19 -9.5% 812
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 133.65 133.13 130.58
R3 132.26 131.74 130.20
R2 130.87 130.87 130.07
R1 130.35 130.35 129.95 130.61
PP 129.48 129.48 129.48 129.62
S1 128.96 128.96 129.69 129.22
S2 128.09 128.09 129.57
S3 126.70 127.57 129.44
S4 125.31 126.18 129.06
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.06 135.99 130.63
R3 134.11 133.04 129.82
R2 131.16 131.16 129.55
R1 130.09 130.09 129.28 130.63
PP 128.21 128.21 128.21 128.48
S1 127.14 127.14 128.74 127.68
S2 125.26 125.26 128.47
S3 122.31 124.19 128.20
S4 119.36 121.24 127.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.01 126.46 3.55 2.7% 0.85 0.7% 95% True False 192
10 130.01 125.22 4.79 3.7% 0.79 0.6% 96% True False 172
20 130.01 124.20 5.81 4.5% 0.82 0.6% 97% True False 167
40 130.01 123.28 6.73 5.2% 0.63 0.5% 97% True False 128
60 130.01 122.78 7.23 5.6% 0.42 0.3% 97% True False 147
80 130.01 118.80 11.21 8.6% 0.32 0.2% 98% True False 207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 135.92
2.618 133.65
1.618 132.26
1.000 131.40
0.618 130.87
HIGH 130.01
0.618 129.48
0.500 129.32
0.382 129.15
LOW 128.62
0.618 127.76
1.000 127.23
1.618 126.37
2.618 124.98
4.250 122.71
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 129.65 129.53
PP 129.48 129.25
S1 129.32 128.96

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

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