Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 120.69 121.24 0.55 0.5% 120.00
High 121.25 122.60 1.35 1.1% 121.25
Low 120.59 121.13 0.54 0.4% 119.86
Close 121.20 122.45 1.25 1.0% 121.20
Range 0.66 1.47 0.81 122.7% 1.39
ATR 0.59 0.65 0.06 10.6% 0.00
Volume
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 126.47 125.93 123.26
R3 125.00 124.46 122.85
R2 123.53 123.53 122.72
R1 122.99 122.99 122.58 123.26
PP 122.06 122.06 122.06 122.20
S1 121.52 121.52 122.32 121.79
S2 120.59 120.59 122.18
S3 119.12 120.05 122.05
S4 117.65 118.58 121.64
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.94 124.46 121.96
R3 123.55 123.07 121.58
R2 122.16 122.16 121.45
R1 121.68 121.68 121.33 121.92
PP 120.77 120.77 120.77 120.89
S1 120.29 120.29 121.07 120.53
S2 119.38 119.38 120.95
S3 117.99 118.90 120.82
S4 116.60 117.51 120.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.60 120.08 2.52 2.1% 0.75 0.6% 94% True False 569,113
10 122.60 119.86 2.74 2.2% 0.61 0.5% 95% True False 694,418
20 122.74 119.86 2.88 2.4% 0.55 0.4% 90% False False 757,839
40 123.92 119.86 4.06 3.3% 0.59 0.5% 64% False False 674,632
60 123.92 119.86 4.06 3.3% 0.56 0.5% 64% False False 451,087
80 124.97 119.86 5.11 4.2% 0.56 0.5% 51% False False 338,399
100 127.27 119.86 7.41 6.1% 0.50 0.4% 35% False False 270,739
120 129.76 119.86 9.90 8.1% 0.42 0.3% 26% False False 225,633
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 0.13
Widest range in 153 trading days
Fibonacci Retracements and Extensions
4.250 128.85
2.618 126.45
1.618 124.98
1.000 124.07
0.618 123.51
HIGH 122.60
0.618 122.04
0.500 121.87
0.382 121.69
LOW 121.13
0.618 120.22
1.000 119.66
1.618 118.75
2.618 117.28
4.250 114.88
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 122.26 122.16
PP 122.06 121.87
S1 121.87 121.59

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

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