Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 123.95 124.00 0.05 0.0% 123.37
High 124.20 124.20 0.00 0.0% 124.28
Low 123.60 123.81 0.21 0.2% 123.28
Close 124.14 124.03 -0.11 -0.1% 124.17
Range 0.60 0.39 -0.21 -35.0% 1.00
ATR 0.60 0.58 -0.01 -2.5% 0.00
Volume 6,250 4,084 -2,166 -34.7% 24,125
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 125.18 125.00 124.24
R3 124.79 124.61 124.14
R2 124.40 124.40 124.10
R1 124.22 124.22 124.07 124.31
PP 124.01 124.01 124.01 124.06
S1 123.83 123.83 123.99 123.92
S2 123.62 123.62 123.96
S3 123.23 123.44 123.92
S4 122.84 123.05 123.82
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 126.91 126.54 124.72
R3 125.91 125.54 124.45
R2 124.91 124.91 124.35
R1 124.54 124.54 124.26 124.73
PP 123.91 123.91 123.91 124.00
S1 123.54 123.54 124.08 123.73
S2 122.91 122.91 123.99
S3 121.91 122.54 123.90
S4 120.91 121.54 123.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.32 123.56 0.76 0.6% 0.56 0.4% 62% False False 5,333
10 124.32 121.79 2.53 2.0% 0.69 0.6% 89% False False 4,047
20 124.32 121.35 2.97 2.4% 0.55 0.4% 90% False False 2,977
40 124.32 119.38 4.94 4.0% 0.47 0.4% 94% False False 1,693
60 124.32 119.38 4.94 4.0% 0.41 0.3% 94% False False 1,166
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 True
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125.86
2.618 125.22
1.618 124.83
1.000 124.59
0.618 124.44
HIGH 124.20
0.618 124.05
0.500 124.01
0.382 123.96
LOW 123.81
0.618 123.57
1.000 123.42
1.618 123.18
2.618 122.79
4.250 122.15
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 124.02 124.01
PP 124.01 123.98
S1 124.01 123.96

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

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