Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 125.14 124.80 -0.34 -0.3% 124.70
High 125.17 125.60 0.43 0.3% 125.51
Low 124.68 124.63 -0.05 0.0% 124.46
Close 124.97 125.38 0.41 0.3% 125.37
Range 0.49 0.97 0.48 98.0% 1.05
ATR 0.59 0.62 0.03 4.6% 0.00
Volume 86,171 36,470 -49,701 -57.7% 81,017
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.11 127.72 125.91
R3 127.14 126.75 125.65
R2 126.17 126.17 125.56
R1 125.78 125.78 125.47 125.98
PP 125.20 125.20 125.20 125.30
S1 124.81 124.81 125.29 125.01
S2 124.23 124.23 125.20
S3 123.26 123.84 125.11
S4 122.29 122.87 124.85
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 128.26 127.87 125.95
R3 127.21 126.82 125.66
R2 126.16 126.16 125.56
R1 125.77 125.77 125.47 125.97
PP 125.11 125.11 125.11 125.21
S1 124.72 124.72 125.27 124.92
S2 124.06 124.06 125.18
S3 123.01 123.67 125.08
S4 121.96 122.62 124.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.60 124.49 1.11 0.9% 0.61 0.5% 80% True False 35,433
10 125.60 123.49 2.11 1.7% 0.55 0.4% 90% True False 22,081
20 125.60 121.79 3.81 3.0% 0.62 0.5% 94% True False 13,167
40 125.60 119.38 6.22 5.0% 0.53 0.4% 96% True False 7,071
60 125.60 119.38 6.22 5.0% 0.48 0.4% 96% True False 4,760
80 125.60 119.38 6.22 5.0% 0.37 0.3% 96% True False 3,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 129.72
2.618 128.14
1.618 127.17
1.000 126.57
0.618 126.20
HIGH 125.60
0.618 125.23
0.500 125.12
0.382 125.00
LOW 124.63
0.618 124.03
1.000 123.66
1.618 123.06
2.618 122.09
4.250 120.51
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 125.29 125.29
PP 125.20 125.20
S1 125.12 125.12

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

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