Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 123.63 123.69 0.06 0.0% 124.49
High 123.63 123.77 0.14 0.1% 124.52
Low 123.28 123.69 0.41 0.3% 123.88
Close 123.29 123.70 0.41 0.3% 123.88
Range 0.35 0.08 -0.27 -77.1% 0.64
ATR 0.34 0.35 0.01 2.9% 0.00
Volume 49 63 14 28.6% 461
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 123.96 123.91 123.74
R3 123.88 123.83 123.72
R2 123.80 123.80 123.71
R1 123.75 123.75 123.71 123.78
PP 123.72 123.72 123.72 123.73
S1 123.67 123.67 123.69 123.70
S2 123.64 123.64 123.69
S3 123.56 123.59 123.68
S4 123.48 123.51 123.66
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% 0.10 0.1% 34% False False 107
10 124.52 123.28 1.24 1.0% 0.05 0.0% 34% False False 136
20 124.52 122.93 1.59 1.3% 0.02 0.0% 48% False False 179
40 124.52 119.36 5.16 4.2% 0.01 0.0% 84% False False 283
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.11
2.618 123.98
1.618 123.90
1.000 123.85
0.618 123.82
HIGH 123.77
0.618 123.74
0.500 123.73
0.382 123.72
LOW 123.69
0.618 123.64
1.000 123.61
1.618 123.56
2.618 123.48
4.250 123.35
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 123.73 123.68
PP 123.72 123.66
S1 123.71 123.64

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

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