Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 120.10 120.35 0.25 0.2% 121.11
High 120.57 120.80 0.23 0.2% 121.23
Low 120.08 120.20 0.12 0.1% 119.95
Close 120.46 120.47 0.01 0.0% 120.04
Range 0.49 0.60 0.11 22.4% 1.28
ATR 0.58 0.58 0.00 0.3% 0.00
Volume 932,360 866,969 -65,391 -7.0% 4,100,106
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.29 121.98 120.80
R3 121.69 121.38 120.64
R2 121.09 121.09 120.58
R1 120.78 120.78 120.53 120.94
PP 120.49 120.49 120.49 120.57
S1 120.18 120.18 120.42 120.34
S2 119.89 119.89 120.36
S3 119.29 119.58 120.31
S4 118.69 118.98 120.14
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
5 120.82 119.86 0.96 0.8% 0.51 0.4% 64% False False 856,413
10 121.61 119.86 1.75 1.5% 0.47 0.4% 35% False False 840,524
20 123.60 119.86 3.74 3.1% 0.52 0.4% 16% False False 841,044
40 123.92 119.86 4.06 3.4% 0.57 0.5% 15% False False 649,073
60 123.92 119.86 4.06 3.4% 0.54 0.4% 15% False False 433,725
80 124.97 119.86 5.11 4.2% 0.54 0.4% 12% False False 325,322
100 128.13 119.86 8.27 6.9% 0.47 0.4% 7% False False 260,280
120 129.76 119.86 9.90 8.2% 0.39 0.3% 6% False False 216,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.35
2.618 122.37
1.618 121.77
1.000 121.40
0.618 121.17
HIGH 120.80
0.618 120.57
0.500 120.50
0.382 120.43
LOW 120.20
0.618 119.83
1.000 119.60
1.618 119.23
2.618 118.63
4.250 117.65
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 120.50 120.42
PP 120.49 120.38
S1 120.48 120.33

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

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