Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 125.66 124.93 -0.73 -0.6% 125.15
High 125.66 124.94 -0.72 -0.6% 126.20
Low 125.04 124.36 -0.68 -0.5% 124.22
Close 125.29 124.63 -0.66 -0.5% 126.19
Range 0.62 0.58 -0.04 -6.5% 1.98
ATR 0.49 0.52 0.03 6.3% 0.00
Volume 469 115 -354 -75.5% 210
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 126.38 126.09 124.95
R3 125.80 125.51 124.79
R2 125.22 125.22 124.74
R1 124.93 124.93 124.68 124.79
PP 124.64 124.64 124.64 124.57
S1 124.35 124.35 124.58 124.21
S2 124.06 124.06 124.52
S3 123.48 123.77 124.47
S4 122.90 123.19 124.31
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
5 126.20 124.36 1.84 1.5% 0.54 0.4% 15% False True 144
10 126.20 124.22 1.98 1.6% 0.54 0.4% 21% False False 94
20 126.20 123.28 2.92 2.3% 0.38 0.3% 46% False False 83
40 126.20 121.97 4.23 3.4% 0.19 0.2% 63% False False 140
60 126.20 118.80 7.40 5.9% 0.13 0.1% 79% False False 211
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 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.41
2.618 126.46
1.618 125.88
1.000 125.52
0.618 125.30
HIGH 124.94
0.618 124.72
0.500 124.65
0.382 124.58
LOW 124.36
0.618 124.00
1.000 123.78
1.618 123.42
2.618 122.84
4.250 121.90
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 124.65 125.26
PP 124.64 125.05
S1 124.64 124.84

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

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