Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 126.44 126.49 0.05 0.0% 125.88
High 126.62 126.56 -0.06 0.0% 126.62
Low 126.13 125.93 -0.20 -0.2% 125.32
Close 126.51 126.22 -0.29 -0.2% 126.22
Range 0.49 0.63 0.14 28.6% 1.30
ATR 0.65 0.65 0.00 -0.2% 0.00
Volume 1,428,227 1,076,987 -351,240 -24.6% 5,011,801
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.13 127.80 126.57
R3 127.50 127.17 126.39
R2 126.87 126.87 126.34
R1 126.54 126.54 126.28 126.39
PP 126.24 126.24 126.24 126.16
S1 125.91 125.91 126.16 125.76
S2 125.61 125.61 126.10
S3 124.98 125.28 126.05
S4 124.35 124.65 125.87
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 129.95 129.39 126.94
R3 128.65 128.09 126.58
R2 127.35 127.35 126.46
R1 126.79 126.79 126.34 127.07
PP 126.05 126.05 126.05 126.20
S1 125.49 125.49 126.10 125.77
S2 124.75 124.75 125.98
S3 123.45 124.19 125.86
S4 122.15 122.89 125.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.62 125.32 1.30 1.0% 0.59 0.5% 69% False False 1,002,360
10 126.62 124.37 2.25 1.8% 0.64 0.5% 82% False False 875,602
20 126.62 123.85 2.77 2.2% 0.64 0.5% 86% False False 459,050
40 126.62 121.35 5.27 4.2% 0.59 0.5% 92% False False 231,083
60 126.62 119.38 7.24 5.7% 0.53 0.4% 94% False False 154,174
80 126.62 119.38 7.24 5.7% 0.47 0.4% 94% False False 115,672
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.24
2.618 128.21
1.618 127.58
1.000 127.19
0.618 126.95
HIGH 126.56
0.618 126.32
0.500 126.25
0.382 126.17
LOW 125.93
0.618 125.54
1.000 125.30
1.618 124.91
2.618 124.28
4.250 123.25
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 126.25 126.16
PP 126.24 126.10
S1 126.23 126.05

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

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