Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 132.85 133.34 0.49 0.4% 133.85
High 133.45 134.30 0.85 0.6% 134.30
Low 132.35 133.15 0.80 0.6% 132.35
Close 133.29 133.66 0.37 0.3% 133.66
Range 1.10 1.15 0.05 4.5% 1.95
ATR 1.21 1.20 0.00 -0.3% 0.00
Volume 10,074 10,707 633 6.3% 52,557
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.15 136.56 134.29
R3 136.00 135.41 133.98
R2 134.85 134.85 133.87
R1 134.26 134.26 133.77 134.56
PP 133.70 133.70 133.70 133.85
S1 133.11 133.11 133.55 133.41
S2 132.55 132.55 133.45
S3 131.40 131.96 133.34
S4 130.25 130.81 133.03
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 139.29 138.42 134.73
R3 137.34 136.47 134.20
R2 135.39 135.39 134.02
R1 134.52 134.52 133.84 133.98
PP 133.44 133.44 133.44 133.17
S1 132.57 132.57 133.48 132.03
S2 131.49 131.49 133.30
S3 129.54 130.62 133.12
S4 127.59 128.67 132.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.30 132.35 1.95 1.5% 0.97 0.7% 67% True False 10,511
10 134.62 130.99 3.63 2.7% 1.01 0.8% 74% False False 6,356
20 134.62 128.62 6.00 4.5% 1.37 1.0% 84% False False 3,547
40 134.62 124.20 10.42 7.8% 1.06 0.8% 91% False False 1,854
60 134.62 123.28 11.34 8.5% 0.86 0.6% 92% False False 1,271
80 134.62 122.78 11.84 8.9% 0.64 0.5% 92% False False 996
100 134.62 118.80 15.82 11.8% 0.51 0.4% 94% False False 873
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 0.25
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 139.19
2.618 137.31
1.618 136.16
1.000 135.45
0.618 135.01
HIGH 134.30
0.618 133.86
0.500 133.73
0.382 133.59
LOW 133.15
0.618 132.44
1.000 132.00
1.618 131.29
2.618 130.14
4.250 128.26
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 133.73 133.55
PP 133.70 133.44
S1 133.68 133.33

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

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