Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 123.76 124.31 0.55 0.4% 123.37
High 124.28 124.32 0.04 0.0% 124.28
Low 123.56 123.80 0.24 0.2% 123.28
Close 124.17 123.86 -0.31 -0.2% 124.17
Range 0.72 0.52 -0.20 -27.8% 1.00
ATR 0.61 0.60 -0.01 -1.0% 0.00
Volume 3,822 4,006 184 4.8% 24,125
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 125.55 125.23 124.15
R3 125.03 124.71 124.00
R2 124.51 124.51 123.96
R1 124.19 124.19 123.91 124.09
PP 123.99 123.99 123.99 123.95
S1 123.67 123.67 123.81 123.57
S2 123.47 123.47 123.76
S3 122.95 123.15 123.72
S4 122.43 122.63 123.57
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 126.91 126.54 124.72
R3 125.91 125.54 124.45
R2 124.91 124.91 124.35
R1 124.54 124.54 124.26 124.73
PP 123.91 123.91 123.91 124.00
S1 123.54 123.54 124.08 123.73
S2 122.91 122.91 123.99
S3 121.91 122.54 123.90
S4 120.91 121.54 123.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.32 123.28 1.04 0.8% 0.57 0.5% 56% True False 5,369
10 124.32 121.79 2.53 2.0% 0.66 0.5% 82% True False 3,996
20 124.32 120.12 4.20 3.4% 0.59 0.5% 89% True False 2,518
40 124.32 119.38 4.94 4.0% 0.46 0.4% 91% True False 1,436
60 124.32 119.38 4.94 4.0% 0.39 0.3% 91% True False 995
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 True
Stretch 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.53
2.618 125.68
1.618 125.16
1.000 124.84
0.618 124.64
HIGH 124.32
0.618 124.12
0.500 124.06
0.382 124.00
LOW 123.80
0.618 123.48
1.000 123.28
1.618 122.96
2.618 122.44
4.250 121.59
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 124.06 123.94
PP 123.99 123.91
S1 123.93 123.89

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

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