Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 132.06 131.62 -0.44 -0.3% 130.07
High 133.00 132.23 -0.77 -0.6% 133.05
Low 131.45 131.25 -0.20 -0.2% 129.38
Close 131.77 131.43 -0.34 -0.3% 131.43
Range 1.55 0.98 -0.57 -36.8% 3.67
ATR 1.35 1.32 -0.03 -1.9% 0.00
Volume 1,788 598 -1,190 -66.6% 5,070
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 134.58 133.98 131.97
R3 133.60 133.00 131.70
R2 132.62 132.62 131.61
R1 132.02 132.02 131.52 131.83
PP 131.64 131.64 131.64 131.54
S1 131.04 131.04 131.34 130.85
S2 130.66 130.66 131.25
S3 129.68 130.06 131.16
S4 128.70 129.08 130.89
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 142.30 140.53 133.45
R3 138.63 136.86 132.44
R2 134.96 134.96 132.10
R1 133.19 133.19 131.77 134.08
PP 131.29 131.29 131.29 131.73
S1 129.52 129.52 131.09 130.41
S2 127.62 127.62 130.76
S3 123.95 125.85 130.42
S4 120.28 122.18 129.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.05 129.38 3.67 2.8% 1.72 1.3% 56% False False 1,014
10 133.05 128.62 4.43 3.4% 1.72 1.3% 63% False False 739
20 133.05 125.22 7.83 6.0% 1.21 0.9% 79% False False 450
40 133.05 123.96 9.09 6.9% 0.95 0.7% 82% False False 298
60 133.05 123.28 9.77 7.4% 0.69 0.5% 83% False False 240
80 133.05 120.89 12.16 9.3% 0.51 0.4% 87% False False 273
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136.40
2.618 134.80
1.618 133.82
1.000 133.21
0.618 132.84
HIGH 132.23
0.618 131.86
0.500 131.74
0.382 131.62
LOW 131.25
0.618 130.64
1.000 130.27
1.618 129.66
2.618 128.68
4.250 127.09
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 131.74 132.15
PP 131.64 131.91
S1 131.53 131.67

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

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