Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 136.98 136.35 -0.63 -0.5% 133.57
High 137.27 136.63 -0.64 -0.5% 135.40
Low 136.07 135.89 -0.18 -0.1% 132.58
Close 137.01 136.34 -0.67 -0.5% 135.31
Range 1.20 0.74 -0.46 -38.3% 2.82
ATR 1.28 1.27 -0.01 -0.9% 0.00
Volume 924,260 941,125 16,865 1.8% 487,287
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 138.51 138.16 136.75
R3 137.77 137.42 136.54
R2 137.03 137.03 136.48
R1 136.68 136.68 136.41 136.49
PP 136.29 136.29 136.29 136.19
S1 135.94 135.94 136.27 135.75
S2 135.55 135.55 136.20
S3 134.81 135.20 136.14
S4 134.07 134.46 135.93
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
5 137.27 132.64 4.63 3.4% 1.14 0.8% 80% False False 450,391
10 137.27 132.35 4.92 3.6% 1.11 0.8% 81% False False 238,270
20 137.27 130.99 6.28 4.6% 1.12 0.8% 85% False False 121,006
40 137.27 125.22 12.05 8.8% 1.09 0.8% 92% False False 60,646
60 137.27 123.96 13.31 9.8% 0.96 0.7% 93% False False 40,472
80 137.27 122.93 14.34 10.5% 0.74 0.5% 94% False False 30,393
100 137.27 120.84 16.43 12.1% 0.59 0.4% 94% False False 24,393
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 0.16
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 139.78
2.618 138.57
1.618 137.83
1.000 137.37
0.618 137.09
HIGH 136.63
0.618 136.35
0.500 136.26
0.382 136.17
LOW 135.89
0.618 135.43
1.000 135.15
1.618 134.69
2.618 133.95
4.250 132.75
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 136.31 136.10
PP 136.29 135.85
S1 136.26 135.61

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

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