Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 124.93 125.16 0.23 0.2% 124.90
High 125.44 126.00 0.56 0.4% 126.00
Low 124.70 125.15 0.45 0.4% 124.37
Close 125.18 125.93 0.75 0.6% 125.93
Range 0.74 0.85 0.11 14.9% 1.63
ATR 0.65 0.67 0.01 2.1% 0.00
Volume 995,281 884,838 -110,443 -11.1% 3,744,221
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.24 127.94 126.40
R3 127.39 127.09 126.16
R2 126.54 126.54 126.09
R1 126.24 126.24 126.01 126.39
PP 125.69 125.69 125.69 125.77
S1 125.39 125.39 125.85 125.54
S2 124.84 124.84 125.77
S3 123.99 124.54 125.70
S4 123.14 123.69 125.46
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 130.32 129.76 126.83
R3 128.69 128.13 126.38
R2 127.06 127.06 126.23
R1 126.50 126.50 126.08 126.78
PP 125.43 125.43 125.43 125.58
S1 124.87 124.87 125.78 125.15
S2 123.80 123.80 125.63
S3 122.17 123.24 125.48
S4 120.54 121.61 125.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.00 124.37 1.63 1.3% 0.69 0.5% 96% True False 748,844
10 126.00 124.37 1.63 1.3% 0.70 0.6% 96% True False 409,870
20 126.00 123.49 2.51 2.0% 0.62 0.5% 97% True False 209,513
40 126.00 119.74 6.26 5.0% 0.60 0.5% 99% True False 105,850
60 126.00 119.38 6.62 5.3% 0.52 0.4% 99% True False 70,670
80 126.00 119.38 6.62 5.3% 0.43 0.3% 99% True False 53,028
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 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.61
2.618 128.23
1.618 127.38
1.000 126.85
0.618 126.53
HIGH 126.00
0.618 125.68
0.500 125.58
0.382 125.47
LOW 125.15
0.618 124.62
1.000 124.30
1.618 123.77
2.618 122.92
4.250 121.54
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 125.81 125.71
PP 125.69 125.49
S1 125.58 125.27

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

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