Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 128.70 129.89 1.19 0.9% 126.43
High 130.01 130.87 0.86 0.7% 129.29
Low 128.62 129.89 1.27 1.0% 126.34
Close 129.82 130.46 0.64 0.5% 129.01
Range 1.39 0.98 -0.41 -29.5% 2.95
ATR 0.88 0.89 0.01 1.4% 0.00
Volume 181 638 457 252.5% 812
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 133.35 132.88 131.00
R3 132.37 131.90 130.73
R2 131.39 131.39 130.64
R1 130.92 130.92 130.55 131.16
PP 130.41 130.41 130.41 130.52
S1 129.94 129.94 130.37 130.18
S2 129.43 129.43 130.28
S3 128.45 128.96 130.19
S4 127.47 127.98 129.92
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
5 130.87 127.50 3.37 2.6% 0.90 0.7% 88% True False 274
10 130.87 125.22 5.65 4.3% 0.81 0.6% 93% True False 192
20 130.87 124.48 6.39 4.9% 0.86 0.7% 94% True False 197
40 130.87 123.69 7.18 5.5% 0.65 0.5% 94% True False 143
60 130.87 122.78 8.09 6.2% 0.44 0.3% 95% True False 156
80 130.87 118.80 12.07 9.3% 0.33 0.3% 97% True False 215
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.04
2.618 133.44
1.618 132.46
1.000 131.85
0.618 131.48
HIGH 130.87
0.618 130.50
0.500 130.38
0.382 130.26
LOW 129.89
0.618 129.28
1.000 128.91
1.618 128.30
2.618 127.32
4.250 125.73
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 130.43 130.19
PP 130.41 129.92
S1 130.38 129.65

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

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