Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 125.59 125.41 -0.18 -0.1% 124.93
High 125.79 125.50 -0.29 -0.2% 125.79
Low 125.33 125.02 -0.31 -0.2% 124.71
Close 125.58 125.27 -0.31 -0.2% 125.58
Range 0.46 0.48 0.02 4.3% 1.08
ATR 0.63 0.63 -0.01 -0.8% 0.00
Volume 961,958 1,120,837 158,879 16.5% 5,061,208
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 126.70 126.47 125.53
R3 126.22 125.99 125.40
R2 125.74 125.74 125.36
R1 125.51 125.51 125.31 125.39
PP 125.26 125.26 125.26 125.20
S1 125.03 125.03 125.23 124.91
S2 124.78 124.78 125.18
S3 124.30 124.55 125.14
S4 123.82 124.07 125.01
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 128.60 128.17 126.17
R3 127.52 127.09 125.88
R2 126.44 126.44 125.78
R1 126.01 126.01 125.68 126.23
PP 125.36 125.36 125.36 125.47
S1 124.93 124.93 125.48 125.15
S2 124.28 124.28 125.38
S3 123.20 123.85 125.28
S4 122.12 122.77 124.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.79 124.71 1.08 0.9% 0.52 0.4% 52% False False 1,048,519
10 125.79 123.73 2.06 1.6% 0.54 0.4% 75% False False 906,603
20 125.79 122.07 3.72 3.0% 0.63 0.5% 86% False False 971,188
40 125.79 119.86 5.93 4.7% 0.60 0.5% 91% False False 831,299
60 125.79 119.86 5.93 4.7% 0.61 0.5% 91% False False 856,893
80 125.79 119.86 5.93 4.7% 0.59 0.5% 91% False False 648,661
100 125.79 119.86 5.93 4.7% 0.57 0.5% 91% False False 519,118
120 125.79 119.86 5.93 4.7% 0.55 0.4% 91% False False 432,608
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 False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.54
2.618 126.76
1.618 126.28
1.000 125.98
0.618 125.80
HIGH 125.50
0.618 125.32
0.500 125.26
0.382 125.20
LOW 125.02
0.618 124.72
1.000 124.54
1.618 124.24
2.618 123.76
4.250 122.98
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 125.27 125.27
PP 125.26 125.27
S1 125.26 125.27

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

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