Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 123.16 123.68 0.52 0.4% 122.84
High 123.95 124.44 0.49 0.4% 123.95
Low 123.00 123.55 0.55 0.4% 122.07
Close 123.44 124.28 0.84 0.7% 123.44
Range 0.95 0.89 -0.06 -6.3% 1.88
ATR 0.68 0.71 0.02 3.3% 0.00
Volume 1,238,964 1,091,005 -147,959 -11.9% 4,632,749
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 126.76 126.41 124.77
R3 125.87 125.52 124.52
R2 124.98 124.98 124.44
R1 124.63 124.63 124.36 124.81
PP 124.09 124.09 124.09 124.18
S1 123.74 123.74 124.20 123.92
S2 123.20 123.20 124.12
S3 122.31 122.85 124.04
S4 121.42 121.96 123.79
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 128.79 128.00 124.47
R3 126.91 126.12 123.96
R2 125.03 125.03 123.78
R1 124.24 124.24 123.61 124.64
PP 123.15 123.15 123.15 123.35
S1 122.36 122.36 123.27 122.76
S2 121.27 121.27 123.10
S3 119.39 120.48 122.92
S4 117.51 118.60 122.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.44 122.07 2.37 1.9% 0.85 0.7% 93% True False 1,089,370
10 124.44 121.89 2.55 2.1% 0.68 0.6% 94% True False 818,156
20 124.44 119.86 4.58 3.7% 0.67 0.5% 97% True False 756,286
40 124.44 119.86 4.58 3.7% 0.63 0.5% 97% True False 831,691
60 124.44 119.86 4.58 3.7% 0.60 0.5% 97% True False 631,518
80 124.44 119.86 4.58 3.7% 0.57 0.5% 97% True False 474,181
100 124.97 119.86 5.11 4.1% 0.56 0.5% 86% False False 379,353
120 128.13 119.86 8.27 6.7% 0.49 0.4% 53% False False 316,148
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.22
2.618 126.77
1.618 125.88
1.000 125.33
0.618 124.99
HIGH 124.44
0.618 124.10
0.500 124.00
0.382 123.89
LOW 123.55
0.618 123.00
1.000 122.66
1.618 122.11
2.618 121.22
4.250 119.77
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 124.19 123.94
PP 124.09 123.60
S1 124.00 123.26

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

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