Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 125.85 126.16 0.31 0.2% 125.15
High 126.20 126.16 -0.04 0.0% 126.20
Low 125.85 125.74 -0.11 -0.1% 124.22
Close 126.19 125.64 -0.55 -0.4% 126.19
Range 0.35 0.42 0.07 20.0% 1.98
ATR 0.49 0.48 0.00 -0.5% 0.00
Volume 44 2 -42 -95.5% 210
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 127.11 126.79 125.87
R3 126.69 126.37 125.76
R2 126.27 126.27 125.72
R1 125.95 125.95 125.68 125.90
PP 125.85 125.85 125.85 125.82
S1 125.53 125.53 125.60 125.48
S2 125.43 125.43 125.56
S3 125.01 125.11 125.52
S4 124.59 124.69 125.41
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 131.48 130.81 127.28
R3 129.50 128.83 126.73
R2 127.52 127.52 126.55
R1 126.85 126.85 126.37 127.19
PP 125.54 125.54 125.54 125.70
S1 124.87 124.87 126.01 125.21
S2 123.56 123.56 125.83
S3 121.58 122.89 125.65
S4 119.60 120.91 125.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.20 124.22 1.98 1.6% 0.60 0.5% 72% False False 39
10 126.20 124.16 2.04 1.6% 0.52 0.4% 73% False False 38
20 126.20 123.28 2.92 2.3% 0.32 0.3% 81% False False 64
40 126.20 121.38 4.82 3.8% 0.16 0.1% 88% False False 157
60 126.20 118.80 7.40 5.9% 0.11 0.1% 92% False False 201
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.95
2.618 127.26
1.618 126.84
1.000 126.58
0.618 126.42
HIGH 126.16
0.618 126.00
0.500 125.95
0.382 125.90
LOW 125.74
0.618 125.48
1.000 125.32
1.618 125.06
2.618 124.64
4.250 123.96
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 125.95 125.69
PP 125.85 125.67
S1 125.74 125.66

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

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