Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 122.83 123.37 0.54 0.4% 122.54
High 123.64 124.16 0.52 0.4% 123.64
Low 122.83 123.28 0.45 0.4% 121.79
Close 123.14 124.01 0.87 0.7% 123.14
Range 0.81 0.88 0.07 8.6% 1.85
ATR 0.57 0.60 0.03 5.6% 0.00
Volume 465 1,286 821 176.6% 12,354
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 126.46 126.11 124.49
R3 125.58 125.23 124.25
R2 124.70 124.70 124.17
R1 124.35 124.35 124.09 124.53
PP 123.82 123.82 123.82 123.90
S1 123.47 123.47 123.93 123.65
S2 122.94 122.94 123.85
S3 122.06 122.59 123.77
S4 121.18 121.71 123.53
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 128.41 127.62 124.16
R3 126.56 125.77 123.65
R2 124.71 124.71 123.48
R1 123.92 123.92 123.31 124.32
PP 122.86 122.86 122.86 123.05
S1 122.07 122.07 122.97 122.47
S2 121.01 121.01 122.80
S3 119.16 120.22 122.63
S4 117.31 118.37 122.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.16 121.79 2.37 1.9% 0.76 0.6% 94% True False 2,623
10 124.16 121.62 2.54 2.0% 0.59 0.5% 94% True False 2,162
20 124.16 119.38 4.78 3.9% 0.55 0.4% 97% True False 1,402
40 124.16 119.38 4.78 3.9% 0.47 0.4% 97% True False 787
60 124.16 119.38 4.78 3.9% 0.34 0.3% 97% True False 550
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.90
2.618 126.46
1.618 125.58
1.000 125.04
0.618 124.70
HIGH 124.16
0.618 123.82
0.500 123.72
0.382 123.62
LOW 123.28
0.618 122.74
1.000 122.40
1.618 121.86
2.618 120.98
4.250 119.54
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 123.91 123.67
PP 123.82 123.32
S1 123.72 122.98

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

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