Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 136.81 136.13 -0.68 -0.5% 138.05
High 136.94 136.83 -0.11 -0.1% 138.91
Low 135.12 135.69 0.57 0.4% 135.12
Close 136.12 136.65 0.53 0.4% 136.65
Range 1.82 1.14 -0.68 -37.4% 3.79
ATR 1.33 1.32 -0.01 -1.0% 0.00
Volume 1,114,399 875,505 -238,894 -21.4% 4,995,977
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 139.81 139.37 137.28
R3 138.67 138.23 136.96
R2 137.53 137.53 136.86
R1 137.09 137.09 136.75 137.31
PP 136.39 136.39 136.39 136.50
S1 135.95 135.95 136.55 136.17
S2 135.25 135.25 136.44
S3 134.11 134.81 136.34
S4 132.97 133.67 136.02
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 148.26 146.25 138.73
R3 144.47 142.46 137.69
R2 140.68 140.68 137.34
R1 138.67 138.67 137.00 137.78
PP 136.89 136.89 136.89 136.45
S1 134.88 134.88 136.30 133.99
S2 133.10 133.10 135.96
S3 129.31 131.09 135.61
S4 125.52 127.30 134.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.91 135.12 3.79 2.8% 1.36 1.0% 40% False False 999,195
10 138.91 133.94 4.97 3.6% 1.30 0.9% 55% False False 871,954
20 138.91 132.35 6.56 4.8% 1.17 0.9% 66% False False 453,774
40 138.91 125.22 13.69 10.0% 1.24 0.9% 83% False False 227,291
60 138.91 123.96 14.95 10.9% 1.05 0.8% 85% False False 151,584
80 138.91 123.28 15.63 11.4% 0.86 0.6% 86% False False 113,708
100 138.91 121.38 17.53 12.8% 0.69 0.5% 87% False False 91,025
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.68
2.618 139.81
1.618 138.67
1.000 137.97
0.618 137.53
HIGH 136.83
0.618 136.39
0.500 136.26
0.382 136.13
LOW 135.69
0.618 134.99
1.000 134.55
1.618 133.85
2.618 132.71
4.250 130.85
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 136.52 136.69
PP 136.39 136.68
S1 136.26 136.66

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

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