Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 01-Aug-2011

Day Change Summary
	Previous	Current
	29-Jul-2011	01-Aug-2011	Change	Change %	Previous Week
Open	129.04	129.85	0.81	0.6%	126.94
High	129.04	129.85	0.81	0.6%	129.04
Low	129.04	129.85	0.81	0.6%	126.94
Close	129.04	129.85	0.81	0.6%	129.04
Range
ATR
Volume

Daily Pivots for day following 01-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	129.85	129.85	129.85
R3	129.85	129.85	129.85
R2	129.85	129.85	129.85
R1	129.85	129.85	129.85	129.85
PP	129.85	129.85	129.85	129.85
S1	129.85	129.85	129.85	129.85
S2	129.85	129.85	129.85
S3	129.85	129.85	129.85
S4	129.85	129.85	129.85

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.64	133.94	130.20
R3	132.54	131.84	129.62
R2	130.44	130.44	129.43
R1	129.74	129.74	129.23	130.09
PP	128.34	128.34	128.34	128.52
S1	127.64	127.64	128.85	127.99
S2	126.24	126.24	128.66
S3	124.14	125.54	128.46
S4	122.04	123.44	127.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.85	127.02	2.83	2.2%	0.00	0.0%	100%	True	False
10	129.85	125.69	4.16	3.2%	0.00	0.0%	100%	True	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.00

Fibonacci Retracements and Extensions
4.250	129.85
2.618	129.85
1.618	129.85
1.000	129.85
0.618	129.85
HIGH	129.85
0.618	129.85
0.500	129.85
0.382	129.85
LOW	129.85
0.618	129.85
1.000	129.85
1.618	129.85
2.618	129.85
4.250	129.85

Fisher Pivots for day following 01-Aug-2011
Pivot	1 day	3 day
R1	129.85	129.56
PP	129.85	129.27
S1	129.85	128.98

Download as Excel Spreadsheet

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

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