Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 123.37 123.93 0.56 0.5% 122.54
High 124.16 123.93 -0.23 -0.2% 123.64
Low 123.28 123.60 0.32 0.3% 121.79
Close 124.01 123.72 -0.29 -0.2% 123.14
Range 0.88 0.33 -0.55 -62.5% 1.85
ATR 0.60 0.59 -0.01 -2.3% 0.00
Volume 1,286 5,359 4,073 316.7% 12,354
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 124.74 124.56 123.90
R3 124.41 124.23 123.81
R2 124.08 124.08 123.78
R1 123.90 123.90 123.75 123.83
PP 123.75 123.75 123.75 123.71
S1 123.57 123.57 123.69 123.50
S2 123.42 123.42 123.66
S3 123.09 123.24 123.63
S4 122.76 122.91 123.54
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% 0.75 0.6% 81% False False 2,958
10 124.16 121.62 2.54 2.1% 0.60 0.5% 83% False False 2,606
20 124.16 119.38 4.78 3.9% 0.54 0.4% 91% False False 1,668
40 124.16 119.38 4.78 3.9% 0.47 0.4% 91% False False 921
60 124.16 119.38 4.78 3.9% 0.35 0.3% 91% False False 640
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.05
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125.33
2.618 124.79
1.618 124.46
1.000 124.26
0.618 124.13
HIGH 123.93
0.618 123.80
0.500 123.77
0.382 123.73
LOW 123.60
0.618 123.40
1.000 123.27
1.618 123.07
2.618 122.74
4.250 122.20
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 123.77 123.65
PP 123.75 123.57
S1 123.74 123.50

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

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