Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 121.17 121.50 0.33 0.3% 122.50
High 121.49 121.61 0.12 0.1% 122.74
Low 121.16 121.06 -0.10 -0.1% 121.72
Close 121.43 121.28 -0.15 -0.1% 122.03
Range 0.33 0.55 0.22 66.7% 1.02
ATR 0.64 0.63 -0.01 -1.0% 0.00
Volume 706,367 1,039,489 333,122 47.2% 4,245,360
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 122.97 122.67 121.58
R3 122.42 122.12 121.43
R2 121.87 121.87 121.38
R1 121.57 121.57 121.33 121.45
PP 121.32 121.32 121.32 121.25
S1 121.02 121.02 121.23 120.90
S2 120.77 120.77 121.18
S3 120.22 120.47 121.13
S4 119.67 119.92 120.98
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.22 124.65 122.59
R3 124.20 123.63 122.31
R2 123.18 123.18 122.22
R1 122.61 122.61 122.12 122.39
PP 122.16 122.16 122.16 122.05
S1 121.59 121.59 121.94 121.37
S2 121.14 121.14 121.84
S3 120.12 120.57 121.75
S4 119.10 119.55 121.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.17 121.06 1.11 0.9% 0.48 0.4% 20% False True 776,770
10 123.21 121.06 2.15 1.8% 0.52 0.4% 10% False True 832,912
20 123.92 121.06 2.86 2.4% 0.61 0.5% 8% False True 908,081
40 123.92 120.92 3.00 2.5% 0.57 0.5% 12% False False 466,024
60 124.92 120.92 4.00 3.3% 0.55 0.5% 9% False False 310,997
80 124.97 120.92 4.05 3.3% 0.53 0.4% 9% False False 233,263
100 129.45 120.92 8.53 7.0% 0.43 0.4% 4% False False 186,634
120 130.57 120.92 9.65 8.0% 0.36 0.3% 4% False False 155,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.95
2.618 123.05
1.618 122.50
1.000 122.16
0.618 121.95
HIGH 121.61
0.618 121.40
0.500 121.34
0.382 121.27
LOW 121.06
0.618 120.72
1.000 120.51
1.618 120.17
2.618 119.62
4.250 118.72
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 121.34 121.46
PP 121.32 121.40
S1 121.30 121.34

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

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