Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 125.11 125.12 0.01 0.0% 124.57
High 125.17 125.23 0.06 0.0% 124.83
Low 124.71 124.86 0.15 0.1% 123.73
Close 124.73 124.99 0.26 0.2% 124.76
Range 0.46 0.37 -0.09 -19.6% 1.10
ATR 0.64 0.63 -0.01 -1.6% 0.00
Volume 965,413 1,118,620 153,207 15.9% 3,694,516
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 126.14 125.93 125.19
R3 125.77 125.56 125.09
R2 125.40 125.40 125.06
R1 125.19 125.19 125.02 125.11
PP 125.03 125.03 125.03 124.99
S1 124.82 124.82 124.96 124.74
S2 124.66 124.66 124.92
S3 124.29 124.45 124.89
S4 123.92 124.08 124.79
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 127.74 127.35 125.37
R3 126.64 126.25 125.06
R2 125.54 125.54 124.96
R1 125.15 125.15 124.86 125.35
PP 124.44 124.44 124.44 124.54
S1 124.05 124.05 124.66 124.25
S2 123.34 123.34 124.56
S3 122.24 122.95 124.46
S4 121.14 121.85 124.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.33 123.73 1.60 1.3% 0.50 0.4% 79% False False 1,008,474
10 125.33 123.73 1.60 1.3% 0.56 0.4% 79% False False 871,690
20 125.33 122.07 3.26 2.6% 0.63 0.5% 90% False False 886,862
40 125.33 119.86 5.47 4.4% 0.60 0.5% 94% False False 815,284
60 125.33 119.86 5.47 4.4% 0.61 0.5% 94% False False 809,593
80 125.33 119.86 5.47 4.4% 0.58 0.5% 94% False False 609,306
100 125.33 119.86 5.47 4.4% 0.58 0.5% 94% False False 487,533
120 126.02 119.86 6.16 4.9% 0.54 0.4% 83% False False 406,291
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 126.80
2.618 126.20
1.618 125.83
1.000 125.60
0.618 125.46
HIGH 125.23
0.618 125.09
0.500 125.05
0.382 125.00
LOW 124.86
0.618 124.63
1.000 124.49
1.618 124.26
2.618 123.89
4.250 123.29
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 125.05 125.02
PP 125.03 125.01
S1 125.01 125.00

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

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