Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 132.64 133.99 1.35 1.0% 133.57
High 133.98 135.40 1.42 1.1% 135.40
Low 132.64 133.94 1.30 1.0% 132.58
Close 133.73 135.31 1.58 1.2% 135.31
Range 1.34 1.46 0.12 9.0% 2.82
ATR 1.19 1.23 0.03 2.9% 0.00
Volume 146,664 187,083 40,419 27.6% 487,287
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 139.26 138.75 136.11
R3 137.80 137.29 135.71
R2 136.34 136.34 135.58
R1 135.83 135.83 135.44 136.09
PP 134.88 134.88 134.88 135.01
S1 134.37 134.37 135.18 134.63
S2 133.42 133.42 135.04
S3 131.96 132.91 134.91
S4 130.50 131.45 134.51
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 142.89 141.92 136.86
R3 140.07 139.10 136.09
R2 137.25 137.25 135.83
R1 136.28 136.28 135.57 136.77
PP 134.43 134.43 134.43 134.67
S1 133.46 133.46 135.05 133.95
S2 131.61 131.61 134.79
S3 128.79 130.64 134.53
S4 125.97 127.82 133.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.40 132.58 2.82 2.1% 1.20 0.9% 97% True False 97,457
10 135.40 132.35 3.05 2.3% 1.08 0.8% 97% True False 53,984
20 135.40 129.38 6.02 4.4% 1.24 0.9% 99% True False 27,795
40 135.40 125.22 10.18 7.5% 1.14 0.8% 99% True False 14,018
60 135.40 123.96 11.44 8.5% 0.94 0.7% 99% True False 9,382
80 135.40 122.93 12.47 9.2% 0.72 0.5% 99% True False 7,077
100 135.40 119.59 15.81 11.7% 0.57 0.4% 99% True False 5,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 141.61
2.618 139.22
1.618 137.76
1.000 136.86
0.618 136.30
HIGH 135.40
0.618 134.84
0.500 134.67
0.382 134.50
LOW 133.94
0.618 133.04
1.000 132.48
1.618 131.58
2.618 130.12
4.250 127.74
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 135.10 134.88
PP 134.88 134.45
S1 134.67 134.02

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

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