Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 136.13 137.16 1.03 0.8% 138.05
High 136.83 137.73 0.90 0.7% 138.91
Low 135.69 137.05 1.36 1.0% 135.12
Close 136.65 137.52 0.87 0.6% 136.65
Range 1.14 0.68 -0.46 -40.4% 3.79
ATR 1.32 1.30 -0.02 -1.3% 0.00
Volume 875,505 585,657 -289,848 -33.1% 4,995,977
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 139.47 139.18 137.89
R3 138.79 138.50 137.71
R2 138.11 138.11 137.64
R1 137.82 137.82 137.58 137.97
PP 137.43 137.43 137.43 137.51
S1 137.14 137.14 137.46 137.29
S2 136.75 136.75 137.40
S3 136.07 136.46 137.33
S4 135.39 135.78 137.15
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% 63% False False 960,276
10 138.91 135.12 3.79 2.8% 1.22 0.9% 63% False False 911,811
20 138.91 132.35 6.56 4.8% 1.15 0.8% 79% False False 482,897
40 138.91 126.34 12.57 9.1% 1.23 0.9% 89% False False 241,929
60 138.91 123.96 14.95 10.9% 1.06 0.8% 91% False False 161,344
80 138.91 123.28 15.63 11.4% 0.87 0.6% 91% False False 121,026
100 138.91 121.38 17.53 12.7% 0.70 0.5% 92% False False 96,876
120 138.91 118.80 20.11 14.6% 0.58 0.4% 93% False False 80,772
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 140.62
2.618 139.51
1.618 138.83
1.000 138.41
0.618 138.15
HIGH 137.73
0.618 137.47
0.500 137.39
0.382 137.31
LOW 137.05
0.618 136.63
1.000 136.37
1.618 135.95
2.618 135.27
4.250 134.16
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 137.48 137.16
PP 137.43 136.79
S1 137.39 136.43

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

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