Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 124.31 124.44 0.13 0.1% 123.98
High 124.31 124.44 0.13 0.1% 124.44
Low 124.31 124.44 0.13 0.1% 123.53
Close 124.31 124.44 0.13 0.1% 124.44
Range
ATR 0.36 0.35 -0.02 -4.6% 0.00
Volume 272 168 -104 -38.2% 1,256
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 124.44 124.44 124.44
R3 124.44 124.44 124.44
R2 124.44 124.44 124.44
R1 124.44 124.44 124.44 124.44
PP 124.44 124.44 124.44 124.44
S1 124.44 124.44 124.44 124.44
S2 124.44 124.44 124.44
S3 124.44 124.44 124.44
S4 124.44 124.44 124.44
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 126.87 126.56 124.94
R3 125.96 125.65 124.69
R2 125.05 125.05 124.61
R1 124.74 124.74 124.52 124.90
PP 124.14 124.14 124.14 124.21
S1 123.83 123.83 124.36 123.99
S2 123.23 123.23 124.27
S3 122.32 122.92 124.19
S4 121.41 122.01 123.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.44 123.53 0.91 0.7% 0.00 0.0% 100% True False 251
10 124.44 122.93 1.51 1.2% 0.00 0.0% 100% True False 213
20 124.44 121.38 3.06 2.5% 0.00 0.0% 100% True False 273
40 124.44 118.80 5.64 4.5% 0.00 0.0% 100% True False 265
Crabel Price Patterns
NR False
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 0.00
Fibonacci Retracements and Extensions
4.250 124.44
2.618 124.44
1.618 124.44
1.000 124.44
0.618 124.44
HIGH 124.44
0.618 124.44
0.500 124.44
0.382 124.44
LOW 124.44
0.618 124.44
1.000 124.44
1.618 124.44
2.618 124.44
4.250 124.44
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 124.44 124.34
PP 124.44 124.23
S1 124.44 124.13

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

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