Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 121.10 121.11 0.01 0.0% 121.67
High 121.16 121.20 0.04 0.0% 121.89
Low 120.73 120.84 0.11 0.1% 120.73
Close 121.00 121.17 0.17 0.1% 121.00
Range 0.43 0.36 -0.07 -16.3% 1.16
ATR 0.63 0.61 -0.02 -3.1% 0.00
Volume 888,943 578,857 -310,086 -34.9% 4,090,999
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.15 122.02 121.37
R3 121.79 121.66 121.27
R2 121.43 121.43 121.24
R1 121.30 121.30 121.20 121.37
PP 121.07 121.07 121.07 121.10
S1 120.94 120.94 121.14 121.01
S2 120.71 120.71 121.10
S3 120.35 120.58 121.07
S4 119.99 120.22 120.97
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.69 124.00 121.64
R3 123.53 122.84 121.32
R2 122.37 122.37 121.21
R1 121.68 121.68 121.11 121.45
PP 121.21 121.21 121.21 121.09
S1 120.52 120.52 120.89 120.29
S2 120.05 120.05 120.79
S3 118.89 119.36 120.68
S4 117.73 118.20 120.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.86 120.73 1.13 0.9% 0.46 0.4% 39% False False 797,152
10 122.74 120.73 2.01 1.7% 0.49 0.4% 22% False False 821,259
20 123.92 120.73 3.19 2.6% 0.58 0.5% 14% False False 892,367
40 123.92 120.73 3.19 2.6% 0.57 0.5% 14% False False 502,584
60 124.90 120.73 4.17 3.4% 0.55 0.5% 11% False False 335,456
80 124.97 120.73 4.24 3.5% 0.53 0.4% 10% False False 251,603
100 128.66 120.73 7.93 6.5% 0.44 0.4% 6% False False 201,309
120 129.76 120.73 9.03 7.5% 0.37 0.3% 5% False False 167,791
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122.73
2.618 122.14
1.618 121.78
1.000 121.56
0.618 121.42
HIGH 121.20
0.618 121.06
0.500 121.02
0.382 120.98
LOW 120.84
0.618 120.62
1.000 120.48
1.618 120.26
2.618 119.90
4.250 119.31
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 121.12 121.17
PP 121.07 121.17
S1 121.02 121.17

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

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