Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 126.30 126.06 -0.24 -0.2% 125.88
High 126.59 126.24 -0.35 -0.3% 126.62
Low 125.98 125.73 -0.25 -0.2% 125.32
Close 126.15 125.85 -0.30 -0.2% 126.22
Range 0.61 0.51 -0.10 -16.4% 1.30
ATR 0.64 0.64 -0.01 -1.5% 0.00
Volume 782,011 806,900 24,889 3.2% 5,011,801
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 127.47 127.17 126.13
R3 126.96 126.66 125.99
R2 126.45 126.45 125.94
R1 126.15 126.15 125.90 126.05
PP 125.94 125.94 125.94 125.89
S1 125.64 125.64 125.80 125.54
S2 125.43 125.43 125.76
S3 124.92 125.13 125.71
S4 124.41 124.62 125.57
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
5 126.62 125.47 1.15 0.9% 0.62 0.5% 33% False False 1,024,072
10 126.62 124.53 2.09 1.7% 0.62 0.5% 63% False False 940,475
20 126.62 124.37 2.25 1.8% 0.64 0.5% 66% False False 537,196
40 126.62 121.62 5.00 4.0% 0.60 0.5% 85% False False 270,790
60 126.62 119.38 7.24 5.8% 0.54 0.4% 89% False False 180,656
80 126.62 119.38 7.24 5.8% 0.48 0.4% 89% False False 135,532
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.41
2.618 127.58
1.618 127.07
1.000 126.75
0.618 126.56
HIGH 126.24
0.618 126.05
0.500 125.99
0.382 125.92
LOW 125.73
0.618 125.41
1.000 125.22
1.618 124.90
2.618 124.39
4.250 123.56
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 125.99 126.16
PP 125.94 126.06
S1 125.90 125.95

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

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