Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 124.00 123.63 -0.37 -0.3% 124.49
High 124.00 123.63 -0.37 -0.3% 124.52
Low 123.95 123.28 -0.67 -0.5% 123.88
Close 123.97 123.29 -0.68 -0.5% 123.88
Range 0.05 0.35 0.30 600.0% 0.64
ATR 0.31 0.34 0.03 8.5% 0.00
Volume 350 49 -301 -86.0% 461
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 124.45 124.22 123.48
R3 124.10 123.87 123.39
R2 123.75 123.75 123.35
R1 123.52 123.52 123.32 123.46
PP 123.40 123.40 123.40 123.37
S1 123.17 123.17 123.26 123.11
S2 123.05 123.05 123.23
S3 122.70 122.82 123.19
S4 122.35 122.47 123.10
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 126.01 125.59 124.23
R3 125.37 124.95 124.06
R2 124.73 124.73 124.00
R1 124.31 124.31 123.94 124.20
PP 124.09 124.09 124.09 124.04
S1 123.67 123.67 123.82 123.56
S2 123.45 123.45 123.76
S3 122.81 123.03 123.70
S4 122.17 122.39 123.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.52 123.28 1.24 1.0% 0.08 0.1% 1% False True 104
10 124.52 123.28 1.24 1.0% 0.04 0.0% 1% False True 157
20 124.52 122.78 1.74 1.4% 0.02 0.0% 29% False False 182
40 124.52 118.80 5.72 4.6% 0.01 0.0% 78% False False 286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 125.12
2.618 124.55
1.618 124.20
1.000 123.98
0.618 123.85
HIGH 123.63
0.618 123.50
0.500 123.46
0.382 123.41
LOW 123.28
0.618 123.06
1.000 122.93
1.618 122.71
2.618 122.36
4.250 121.79
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 123.46 123.64
PP 123.40 123.52
S1 123.35 123.41

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

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