Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 132.08 130.07 -2.01 -1.5% 128.70
High 132.38 132.25 -0.13 -0.1% 132.38
Low 129.19 129.38 0.19 0.1% 128.62
Close 130.93 131.63 0.70 0.5% 130.93
Range 3.19 2.87 -0.32 -10.0% 3.76
ATR 1.14 1.26 0.12 10.8% 0.00
Volume 329 99 -230 -69.9% 2,322
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 139.70 138.53 133.21
R3 136.83 135.66 132.42
R2 133.96 133.96 132.16
R1 132.79 132.79 131.89 133.38
PP 131.09 131.09 131.09 131.38
S1 129.92 129.92 131.37 130.51
S2 128.22 128.22 131.10
S3 125.35 127.05 130.84
S4 122.48 124.18 130.05
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 141.92 140.19 133.00
R3 138.16 136.43 131.96
R2 134.40 134.40 131.62
R1 132.67 132.67 131.27 133.54
PP 130.64 130.64 130.64 131.08
S1 128.91 128.91 130.59 129.78
S2 126.88 126.88 130.24
S3 123.12 125.15 129.90
S4 119.36 121.39 128.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.38 129.19 3.19 2.4% 2.02 1.5% 76% False False 448
10 132.38 126.46 5.92 4.5% 1.43 1.1% 87% False False 320
20 132.38 125.22 7.16 5.4% 1.10 0.8% 90% False False 242
40 132.38 123.96 8.42 6.4% 0.86 0.7% 91% False False 178
60 132.38 122.93 9.45 7.2% 0.59 0.4% 92% False False 171
80 132.38 120.10 12.28 9.3% 0.44 0.3% 94% False False 227
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.45
2.618 139.76
1.618 136.89
1.000 135.12
0.618 134.02
HIGH 132.25
0.618 131.15
0.500 130.82
0.382 130.48
LOW 129.38
0.618 127.61
1.000 126.51
1.618 124.74
2.618 121.87
4.250 117.18
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 131.36 131.35
PP 131.09 131.07
S1 130.82 130.79

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

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