Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 02-May-2011

Day Change Summary
	Previous	Current
	29-Apr-2011	02-May-2011	Change	Change %	Previous Week
Open	122.59	122.84	0.25	0.2%	122.43
High	122.98	122.94	-0.04	0.0%	122.98
Low	122.48	122.51	0.03	0.0%	121.89
Close	122.92	122.82	-0.10	-0.1%	122.92
Range	0.50	0.43	-0.07	-14.0%	1.09
ATR	0.64	0.62	-0.01	-2.3%	0.00
Volume	371,524	276,902	-94,622	-25.5%	2,457,808

Daily Pivots for day following 02-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.05	123.86	123.06
R3	123.62	123.43	122.94
R2	123.19	123.19	122.90
R1	123.00	123.00	122.86	122.88
PP	122.76	122.76	122.76	122.70
S1	122.57	122.57	122.78	122.45
S2	122.33	122.33	122.74
S3	121.90	122.14	122.70
S4	121.47	121.71	122.58

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.87	125.48	123.52
R3	124.78	124.39	123.22
R2	123.69	123.69	123.12
R1	123.30	123.30	123.02	123.50
PP	122.60	122.60	122.60	122.69
S1	122.21	122.21	122.82	122.41
S2	121.51	121.51	122.72
S3	120.42	121.12	122.62
S4	119.33	120.03	122.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.98	121.89	1.09	0.9%	0.52	0.4%	85%	False	False	546,942
10	122.98	120.59	2.39	1.9%	0.67	0.5%	93%	False	False	541,621
20	122.98	119.86	3.12	2.5%	0.57	0.5%	95%	False	False	691,410
40	123.92	119.86	4.06	3.3%	0.59	0.5%	73%	False	False	799,745
60	123.92	119.86	4.06	3.3%	0.57	0.5%	73%	False	False	541,153
80	124.92	119.86	5.06	4.1%	0.56	0.5%	58%	False	False	406,100
100	124.97	119.86	5.11	4.2%	0.54	0.4%	58%	False	False	324,892
120	129.45	119.86	9.59	7.8%	0.45	0.4%	31%	False	False	270,763

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.09
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124.77
2.618	124.07
1.618	123.64
1.000	123.37
0.618	123.21
HIGH	122.94
0.618	122.78
0.500	122.73
0.382	122.67
LOW	122.51
0.618	122.24
1.000	122.08
1.618	121.81
2.618	121.38
4.250	120.68

Fisher Pivots for day following 02-May-2011
Pivot	1 day	3 day
R1	122.79	122.73
PP	122.76	122.64
S1	122.73	122.55

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols