Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 10-May-2011

Day Change Summary
	Previous	Current
	09-May-2011	10-May-2011	Change	Change %	Previous Week
Open	123.68	124.18	0.50	0.4%	122.84
High	124.44	124.23	-0.21	-0.2%	123.95
Low	123.55	123.86	0.31	0.3%	122.07
Close	124.28	124.01	-0.27	-0.2%	123.44
Range	0.89	0.37	-0.52	-58.4%	1.88
ATR	0.71	0.69	-0.02	-2.9%	0.00
Volume	1,091,005	1,046,423	-44,582	-4.1%	4,632,749

Daily Pivots for day following 10-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.14	124.95	124.21
R3	124.77	124.58	124.11
R2	124.40	124.40	124.08
R1	124.21	124.21	124.04	124.12
PP	124.03	124.03	124.03	123.99
S1	123.84	123.84	123.98	123.75
S2	123.66	123.66	123.94
S3	123.29	123.47	123.91
S4	122.92	123.10	123.81

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%	0.84	0.7%	82%	False	False	1,149,740
10	124.44	121.89	2.55	2.1%	0.69	0.6%	83%	False	False	875,080
20	124.44	119.86	4.58	3.7%	0.66	0.5%	91%	False	False	766,621
40	124.44	119.86	4.58	3.7%	0.63	0.5%	91%	False	False	834,012
60	124.44	119.86	4.58	3.7%	0.60	0.5%	91%	False	False	648,942
80	124.44	119.86	4.58	3.7%	0.57	0.5%	91%	False	False	487,243
100	124.97	119.86	5.11	4.1%	0.56	0.5%	81%	False	False	389,816
120	128.13	119.86	8.27	6.7%	0.49	0.4%	50%	False	False	324,867

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	125.80
2.618	125.20
1.618	124.83
1.000	124.60
0.618	124.46
HIGH	124.23
0.618	124.09
0.500	124.05
0.382	124.00
LOW	123.86
0.618	123.63
1.000	123.49
1.618	123.26
2.618	122.89
4.250	122.29

Fisher Pivots for day following 10-May-2011
Pivot	1 day	3 day
R1	124.05	123.91
PP	124.03	123.82
S1	124.02	123.72

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