Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 127.55 126.97 -0.58 -0.5% 126.30
High 127.57 127.07 -0.50 -0.4% 127.54
Low 126.78 126.16 -0.62 -0.5% 125.70
Close 126.87 126.18 -0.69 -0.5% 127.45
Range 0.79 0.91 0.12 15.2% 1.84
ATR 0.69 0.70 0.02 2.3% 0.00
Volume 803,734 1,043,972 240,238 29.9% 4,619,246
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 129.20 128.60 126.68
R3 128.29 127.69 126.43
R2 127.38 127.38 126.35
R1 126.78 126.78 126.26 126.63
PP 126.47 126.47 126.47 126.39
S1 125.87 125.87 126.10 125.72
S2 125.56 125.56 126.01
S3 124.65 124.96 125.93
S4 123.74 124.05 125.68
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 132.42 131.77 128.46
R3 130.58 129.93 127.96
R2 128.74 128.74 127.79
R1 128.09 128.09 127.62 128.42
PP 126.90 126.90 126.90 127.06
S1 126.25 126.25 127.28 126.58
S2 125.06 125.06 127.11
S3 123.22 124.41 126.94
S4 121.38 122.57 126.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.57 125.70 1.87 1.5% 0.85 0.7% 26% False False 975,608
10 127.57 125.47 2.10 1.7% 0.74 0.6% 34% False False 999,840
20 127.57 124.37 3.20 2.5% 0.72 0.6% 57% False False 773,529
40 127.57 121.79 5.78 4.6% 0.65 0.5% 76% False False 392,528
60 127.57 119.38 8.19 6.5% 0.59 0.5% 83% False False 261,950
80 127.57 119.38 8.19 6.5% 0.52 0.4% 83% False False 196,497
100 127.57 119.38 8.19 6.5% 0.43 0.3% 83% False False 157,211
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 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130.94
2.618 129.45
1.618 128.54
1.000 127.98
0.618 127.63
HIGH 127.07
0.618 126.72
0.500 126.62
0.382 126.51
LOW 126.16
0.618 125.60
1.000 125.25
1.618 124.69
2.618 123.78
4.250 122.29
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 126.62 126.87
PP 126.47 126.64
S1 126.33 126.41

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

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