Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 122.00 121.74 -0.26 -0.2% 120.00
High 122.07 122.40 0.33 0.3% 121.25
Low 121.67 121.67 0.00 0.0% 119.86
Close 121.94 122.31 0.37 0.3% 121.20
Range 0.40 0.73 0.33 82.5% 1.39
ATR 0.65 0.66 0.01 0.9% 0.00
Volume 867,764 782,295 -85,469 -9.8% 3,422,940
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.32 124.04 122.71
R3 123.59 123.31 122.51
R2 122.86 122.86 122.44
R1 122.58 122.58 122.38 122.72
PP 122.13 122.13 122.13 122.20
S1 121.85 121.85 122.24 121.99
S2 121.40 121.40 122.18
S3 120.67 121.12 122.11
S4 119.94 120.39 121.91
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
5 122.65 120.59 2.06 1.7% 0.81 0.7% 83% False False 536,300
10 122.65 119.86 2.79 2.3% 0.66 0.5% 88% False False 694,417
20 122.65 119.86 2.79 2.3% 0.56 0.5% 88% False False 748,867
40 123.92 119.86 4.06 3.3% 0.61 0.5% 60% False False 740,637
60 123.92 119.86 4.06 3.3% 0.57 0.5% 60% False False 495,760
80 124.97 119.86 5.11 4.2% 0.56 0.5% 48% False False 371,918
100 127.27 119.86 7.41 6.1% 0.52 0.4% 33% False False 297,552
120 129.76 119.86 9.90 8.1% 0.43 0.4% 25% False False 247,977
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.50
2.618 124.31
1.618 123.58
1.000 123.13
0.618 122.85
HIGH 122.40
0.618 122.12
0.500 122.04
0.382 121.95
LOW 121.67
0.618 121.22
1.000 120.94
1.618 120.49
2.618 119.76
4.250 118.57
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 122.22 122.26
PP 122.13 122.21
S1 122.04 122.16

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

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