Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 133.68 132.85 -0.83 -0.6% 131.35
High 133.68 133.45 -0.23 -0.2% 134.62
Low 132.74 132.35 -0.39 -0.3% 130.99
Close 133.01 133.29 0.28 0.2% 133.73
Range 0.94 1.10 0.16 17.0% 3.63
ATR 1.22 1.21 -0.01 -0.7% 0.00
Volume 9,249 10,074 825 8.9% 11,005
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.33 135.91 133.90
R3 135.23 134.81 133.59
R2 134.13 134.13 133.49
R1 133.71 133.71 133.39 133.92
PP 133.03 133.03 133.03 133.14
S1 132.61 132.61 133.19 132.82
S2 131.93 131.93 133.09
S3 130.83 131.51 132.99
S4 129.73 130.41 132.69
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 144.00 142.50 135.73
R3 140.37 138.87 134.73
R2 136.74 136.74 134.40
R1 135.24 135.24 134.06 135.99
PP 133.11 133.11 133.11 133.49
S1 131.61 131.61 133.40 132.36
S2 129.48 129.48 133.06
S3 125.85 127.98 132.73
S4 122.22 124.35 131.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.53 132.35 2.18 1.6% 0.95 0.7% 43% False True 9,007
10 134.62 130.99 3.63 2.7% 1.00 0.7% 63% False False 5,345
20 134.62 128.43 6.19 4.6% 1.35 1.0% 79% False False 3,022
40 134.62 123.96 10.66 8.0% 1.05 0.8% 88% False False 1,595
60 134.62 123.28 11.34 8.5% 0.84 0.6% 88% False False 1,093
80 134.62 122.34 12.28 9.2% 0.63 0.5% 89% False False 866
100 134.62 118.80 15.82 11.9% 0.50 0.4% 92% False False 766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 138.13
2.618 136.33
1.618 135.23
1.000 134.55
0.618 134.13
HIGH 133.45
0.618 133.03
0.500 132.90
0.382 132.77
LOW 132.35
0.618 131.67
1.000 131.25
1.618 130.57
2.618 129.47
4.250 127.68
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 133.16 133.23
PP 133.03 133.16
S1 132.90 133.10

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

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