Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 125.48 125.22 -0.26 -0.2% 125.41
High 126.04 125.70 -0.34 -0.3% 126.04
Low 125.03 125.20 0.17 0.1% 124.96
Close 125.17 125.57 0.40 0.3% 125.17
Range 1.01 0.50 -0.51 -50.5% 1.08
ATR 0.68 0.67 -0.01 -1.5% 0.00
Volume 1,163,349 11,005 -1,152,344 -99.1% 4,148,966
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 126.99 126.78 125.85
R3 126.49 126.28 125.71
R2 125.99 125.99 125.66
R1 125.78 125.78 125.62 125.89
PP 125.49 125.49 125.49 125.54
S1 125.28 125.28 125.52 125.39
S2 124.99 124.99 125.48
S3 124.49 124.78 125.43
S4 123.99 124.28 125.30
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.63 127.98 125.76
R3 127.55 126.90 125.47
R2 126.47 126.47 125.37
R1 125.82 125.82 125.27 125.61
PP 125.39 125.39 125.39 125.28
S1 124.74 124.74 125.07 124.53
S2 124.31 124.31 124.97
S3 123.23 123.66 124.87
S4 122.15 122.58 124.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.04 124.96 1.08 0.9% 0.72 0.6% 56% False False 831,994
10 126.04 124.71 1.33 1.1% 0.62 0.5% 65% False False 922,117
20 126.04 123.55 2.49 2.0% 0.62 0.5% 81% False False 905,353
40 126.04 119.86 6.18 4.9% 0.64 0.5% 92% False False 830,185
60 126.04 119.86 6.18 4.9% 0.62 0.5% 92% False False 854,156
80 126.04 119.86 6.18 4.9% 0.61 0.5% 92% False False 686,359
100 126.04 119.86 6.18 4.9% 0.58 0.5% 92% False False 549,506
120 126.04 119.86 6.18 4.9% 0.57 0.5% 92% False False 457,929
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127.83
2.618 127.01
1.618 126.51
1.000 126.20
0.618 126.01
HIGH 125.70
0.618 125.51
0.500 125.45
0.382 125.39
LOW 125.20
0.618 124.89
1.000 124.70
1.618 124.39
2.618 123.89
4.250 123.08
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 125.53 125.56
PP 125.49 125.55
S1 125.45 125.54

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

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