Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 19-Apr-2011

Day Change Summary
	Previous	Current
	18-Apr-2011	19-Apr-2011	Change	Change %	Previous Week
Open	120.84	121.97	1.13	0.9%	119.60
High	122.10	121.97	-0.13	-0.1%	120.75
Low	120.84	121.49	0.65	0.5%	119.38
Close	122.03	121.76	-0.27	-0.2%	120.72
Range	1.26	0.48	-0.78	-61.9%	1.37
ATR	0.53	0.53	0.00	0.1%	0.00
Volume	548	133	-415	-75.7%	5,089

Daily Pivots for day following 19-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.18	122.95	122.02
R3	122.70	122.47	121.89
R2	122.22	122.22	121.85
R1	121.99	121.99	121.80	121.87
PP	121.74	121.74	121.74	121.68
S1	121.51	121.51	121.72	121.39
S2	121.26	121.26	121.67
S3	120.78	121.03	121.63
S4	120.30	120.55	121.50

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.39	123.93	121.47
R3	123.02	122.56	121.10
R2	121.65	121.65	120.97
R1	121.19	121.19	120.85	121.42
PP	120.28	120.28	120.28	120.40
S1	119.82	119.82	120.59	120.05
S2	118.91	118.91	120.47
S3	117.54	118.45	120.34
S4	116.17	117.08	119.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.10	119.74	2.36	1.9%	0.65	0.5%	86%	False	False	501
10	122.10	119.38	2.72	2.2%	0.51	0.4%	88%	False	False	592
20	122.28	119.38	2.90	2.4%	0.40	0.3%	82%	False	False	357
40	123.50	119.38	4.12	3.4%	0.35	0.3%	58%	False	False	262

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124.01
2.618	123.23
1.618	122.75
1.000	122.45
0.618	122.27
HIGH	121.97
0.618	121.79
0.500	121.73
0.382	121.67
LOW	121.49
0.618	121.19
1.000	121.01
1.618	120.71
2.618	120.23
4.250	119.45

Fisher Pivots for day following 19-Apr-2011
Pivot	1 day	3 day
R1	121.75	121.54
PP	121.74	121.33
S1	121.73	121.11

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