Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 124.90 125.18 0.28 0.2% 124.77
High 124.92 125.31 0.39 0.3% 125.35
Low 124.55 124.22 -0.33 -0.3% 124.16
Close 124.68 124.99 0.31 0.2% 124.85
Range 0.37 1.09 0.72 194.6% 1.19
ATR 0.41 0.46 0.05 11.7% 0.00
Volume 10 53 43 430.0% 188
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.11 127.64 125.59
R3 127.02 126.55 125.29
R2 125.93 125.93 125.19
R1 125.46 125.46 125.09 125.15
PP 124.84 124.84 124.84 124.69
S1 124.37 124.37 124.89 124.06
S2 123.75 123.75 124.79
S3 122.66 123.28 124.69
S4 121.57 122.19 124.39
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.36 127.79 125.50
R3 127.17 126.60 125.18
R2 125.98 125.98 125.07
R1 125.41 125.41 124.96 125.70
PP 124.79 124.79 124.79 124.93
S1 124.22 124.22 124.74 124.51
S2 123.60 123.60 124.63
S3 122.41 123.03 124.52
S4 121.22 121.84 124.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.35 124.22 1.13 0.9% 0.53 0.4% 68% False True 45
10 125.35 124.07 1.28 1.0% 0.45 0.4% 72% False False 40
20 125.35 123.28 2.07 1.7% 0.25 0.2% 83% False False 88
40 125.35 121.38 3.97 3.2% 0.12 0.1% 91% False False 202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 129.94
2.618 128.16
1.618 127.07
1.000 126.40
0.618 125.98
HIGH 125.31
0.618 124.89
0.500 124.77
0.382 124.64
LOW 124.22
0.618 123.55
1.000 123.13
1.618 122.46
2.618 121.37
4.250 119.59
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 124.92 124.92
PP 124.84 124.84
S1 124.77 124.77

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

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