Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 130.07 131.75 1.68 1.3% 128.70
High 132.25 132.27 0.02 0.0% 132.38
Low 129.38 130.88 1.50 1.2% 128.62
Close 131.63 130.94 -0.69 -0.5% 130.93
Range 2.87 1.39 -1.48 -51.6% 3.76
ATR 1.26 1.27 0.01 0.7% 0.00
Volume 99 1,066 967 976.8% 2,322
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.53 134.63 131.70
R3 134.14 133.24 131.32
R2 132.75 132.75 131.19
R1 131.85 131.85 131.07 131.61
PP 131.36 131.36 131.36 131.24
S1 130.46 130.46 130.81 130.22
S2 129.97 129.97 130.69
S3 128.58 129.07 130.56
S4 127.19 127.68 130.18
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% 2.10 1.6% 55% False False 533
10 132.38 127.50 4.88 3.7% 1.50 1.1% 70% False False 404
20 132.38 125.22 7.16 5.5% 1.06 0.8% 80% False False 286
40 132.38 123.96 8.42 6.4% 0.88 0.7% 83% False False 204
60 132.38 122.93 9.45 7.2% 0.61 0.5% 85% False False 188
80 132.38 120.84 11.54 8.8% 0.46 0.4% 88% False False 240
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 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138.18
2.618 135.91
1.618 134.52
1.000 133.66
0.618 133.13
HIGH 132.27
0.618 131.74
0.500 131.58
0.382 131.41
LOW 130.88
0.618 130.02
1.000 129.49
1.618 128.63
2.618 127.24
4.250 124.97
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 131.58 130.89
PP 131.36 130.84
S1 131.15 130.79

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

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