Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 124.26 124.05 -0.21 -0.2% 123.68
High 124.50 124.23 -0.27 -0.2% 124.63
Low 124.05 123.73 -0.32 -0.3% 123.55
Close 124.31 124.13 -0.18 -0.1% 124.42
Range 0.45 0.50 0.05 11.1% 1.08
ATR 0.66 0.66 -0.01 -0.9% 0.00
Volume 865,098 1,015,497 150,399 17.4% 5,191,367
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 125.53 125.33 124.41
R3 125.03 124.83 124.27
R2 124.53 124.53 124.22
R1 124.33 124.33 124.18 124.43
PP 124.03 124.03 124.03 124.08
S1 123.83 123.83 124.08 123.93
S2 123.53 123.53 124.04
S3 123.03 123.33 123.99
S4 122.53 122.83 123.86
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 127.44 127.01 125.01
R3 126.36 125.93 124.72
R2 125.28 125.28 124.62
R1 124.85 124.85 124.52 125.07
PP 124.20 124.20 124.20 124.31
S1 123.77 123.77 124.32 123.99
S2 123.12 123.12 124.22
S3 122.04 122.69 124.12
S4 120.96 121.61 123.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.63 123.73 0.90 0.7% 0.59 0.5% 44% False True 729,393
10 124.63 123.00 1.63 1.3% 0.65 0.5% 69% False False 912,145
20 124.63 121.67 2.96 2.4% 0.63 0.5% 83% False False 831,155
40 124.63 119.86 4.77 3.8% 0.60 0.5% 90% False False 798,241
60 124.63 119.86 4.77 3.8% 0.61 0.5% 90% False False 743,780
80 124.63 119.86 4.77 3.8% 0.58 0.5% 90% False False 558,992
100 124.97 119.86 5.11 4.1% 0.58 0.5% 84% False False 447,265
120 127.27 119.86 7.41 6.0% 0.53 0.4% 58% False False 372,737
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 True
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.36
2.618 125.54
1.618 125.04
1.000 124.73
0.618 124.54
HIGH 124.23
0.618 124.04
0.500 123.98
0.382 123.92
LOW 123.73
0.618 123.42
1.000 123.23
1.618 122.92
2.618 122.42
4.250 121.61
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 124.08 124.13
PP 124.03 124.12
S1 123.98 124.12

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

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