Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 125.47 125.21 -0.26 -0.2% 125.14
High 125.68 125.76 0.08 0.1% 125.76
Low 125.01 124.73 -0.28 -0.2% 124.63
Close 125.10 124.89 -0.21 -0.2% 124.89
Range 0.67 1.03 0.36 53.7% 1.13
ATR 0.62 0.65 0.03 4.7% 0.00
Volume 63,986 147,159 83,173 130.0% 333,786
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.22 127.58 125.46
R3 127.19 126.55 125.17
R2 126.16 126.16 125.08
R1 125.52 125.52 124.98 125.33
PP 125.13 125.13 125.13 125.03
S1 124.49 124.49 124.80 124.30
S2 124.10 124.10 124.70
S3 123.07 123.46 124.61
S4 122.04 122.43 124.32
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.48 127.82 125.51
R3 127.35 126.69 125.20
R2 126.22 126.22 125.10
R1 125.56 125.56 124.99 125.33
PP 125.09 125.09 125.09 124.98
S1 124.43 124.43 124.79 124.20
S2 123.96 123.96 124.68
S3 122.83 123.30 124.58
S4 121.70 122.17 124.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.76 124.63 1.13 0.9% 0.72 0.6% 23% True False 70,895
10 125.76 123.85 1.91 1.5% 0.64 0.5% 54% True False 42,498
20 125.76 122.83 2.93 2.3% 0.61 0.5% 70% True False 23,340
40 125.76 119.38 6.38 5.1% 0.56 0.4% 86% True False 12,330
60 125.76 119.38 6.38 5.1% 0.50 0.4% 86% True False 8,276
80 125.76 119.38 6.38 5.1% 0.39 0.3% 86% True False 6,226
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 0.13
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 130.14
2.618 128.46
1.618 127.43
1.000 126.79
0.618 126.40
HIGH 125.76
0.618 125.37
0.500 125.25
0.382 125.12
LOW 124.73
0.618 124.09
1.000 123.70
1.618 123.06
2.618 122.03
4.250 120.35
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 125.25 125.20
PP 125.13 125.09
S1 125.01 124.99

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

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