Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 120.55 120.47 -0.08 -0.1% 121.11
High 120.82 120.56 -0.26 -0.2% 121.23
Low 120.30 119.95 -0.35 -0.3% 119.95
Close 120.71 120.04 -0.67 -0.6% 120.04
Range 0.52 0.61 0.09 17.3% 1.28
ATR 0.58 0.59 0.01 2.2% 0.00
Volume 1,065,630 839,733 -225,897 -21.2% 4,100,106
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.01 121.64 120.38
R3 121.40 121.03 120.21
R2 120.79 120.79 120.15
R1 120.42 120.42 120.10 120.30
PP 120.18 120.18 120.18 120.13
S1 119.81 119.81 119.98 119.69
S2 119.57 119.57 119.93
S3 118.96 119.20 119.87
S4 118.35 118.59 119.70
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.25 123.42 120.74
R3 122.97 122.14 120.39
R2 121.69 121.69 120.27
R1 120.86 120.86 120.16 120.64
PP 120.41 120.41 120.41 120.29
S1 119.58 119.58 119.92 119.36
S2 119.13 119.13 119.81
S3 117.85 118.30 119.69
S4 116.57 117.02 119.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.23 119.95 1.28 1.1% 0.47 0.4% 7% False True 820,021
10 121.89 119.95 1.94 1.6% 0.47 0.4% 5% False True 819,110
20 123.92 119.95 3.97 3.3% 0.59 0.5% 2% False True 901,404
40 123.92 119.95 3.97 3.3% 0.57 0.5% 2% False True 590,102
60 123.92 119.95 3.97 3.3% 0.54 0.5% 2% False True 394,117
80 124.97 119.95 5.02 4.2% 0.53 0.4% 2% False True 295,614
100 128.13 119.95 8.18 6.8% 0.46 0.4% 1% False True 236,516
120 129.76 119.95 9.81 8.2% 0.38 0.3% 1% False True 197,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123.15
2.618 122.16
1.618 121.55
1.000 121.17
0.618 120.94
HIGH 120.56
0.618 120.33
0.500 120.26
0.382 120.18
LOW 119.95
0.618 119.57
1.000 119.34
1.618 118.96
2.618 118.35
4.250 117.36
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 120.26 120.46
PP 120.18 120.32
S1 120.11 120.18

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

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