Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 131.62 131.35 -0.27 -0.2% 130.07
High 132.23 131.50 -0.73 -0.6% 133.05
Low 131.25 131.19 -0.06 0.0% 129.38
Close 131.43 131.40 -0.03 0.0% 131.43
Range 0.98 0.31 -0.67 -68.4% 3.67
ATR 1.32 1.25 -0.07 -5.5% 0.00
Volume 598 461 -137 -22.9% 5,070
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 132.29 132.16 131.57
R3 131.98 131.85 131.49
R2 131.67 131.67 131.46
R1 131.54 131.54 131.43 131.61
PP 131.36 131.36 131.36 131.40
S1 131.23 131.23 131.37 131.30
S2 131.05 131.05 131.34
S3 130.74 130.92 131.31
S4 130.43 130.61 131.23
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
5 133.05 130.88 2.17 1.7% 1.21 0.9% 24% False False 1,086
10 133.05 129.19 3.86 2.9% 1.61 1.2% 57% False False 767
20 133.05 125.22 7.83 6.0% 1.20 0.9% 79% False False 469
40 133.05 123.96 9.09 6.9% 0.95 0.7% 82% False False 309
60 133.05 123.28 9.77 7.4% 0.69 0.5% 83% False False 243
80 133.05 120.89 12.16 9.3% 0.52 0.4% 86% False False 270
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 0.29
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 132.82
2.618 132.31
1.618 132.00
1.000 131.81
0.618 131.69
HIGH 131.50
0.618 131.38
0.500 131.35
0.382 131.31
LOW 131.19
0.618 131.00
1.000 130.88
1.618 130.69
2.618 130.38
4.250 129.87
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 131.38 132.10
PP 131.36 131.86
S1 131.35 131.63

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

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