Euro Bund Future December 2011


Trading Metrics calculated at close of trading on 04-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 04-Jul-2011 Change Change % Previous Week
Open 124.14 124.40 0.26 0.2% 126.16
High 124.50 124.40 -0.10 -0.1% 126.16
Low 123.96 124.25 0.29 0.2% 123.96
Close 124.13 124.23 0.10 0.1% 124.13
Range 0.54 0.15 -0.39 -72.2% 2.20
ATR 0.53 0.51 -0.02 -3.5% 0.00
Volume 353 40 -313 -88.7% 1,114
Daily Pivots for day following 04-Jul-2011
Classic Woodie Camarilla DeMark
R4 124.74 124.64 124.31
R3 124.59 124.49 124.27
R2 124.44 124.44 124.26
R1 124.34 124.34 124.24 124.32
PP 124.29 124.29 124.29 124.28
S1 124.19 124.19 124.22 124.17
S2 124.14 124.14 124.20
S3 123.99 124.04 124.19
S4 123.84 123.89 124.15
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 131.35 129.94 125.34
R3 129.15 127.74 124.74
R2 126.95 126.95 124.53
R1 125.54 125.54 124.33 125.15
PP 124.75 124.75 124.75 124.55
S1 123.34 123.34 123.93 122.95
S2 122.55 122.55 123.73
S3 120.35 121.14 123.53
S4 118.15 118.94 122.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.66 123.96 1.70 1.4% 0.51 0.4% 16% False False 230
10 126.20 123.96 2.24 1.8% 0.55 0.4% 12% False False 135
20 126.20 123.28 2.92 2.4% 0.45 0.4% 33% False False 90
40 126.20 122.78 3.42 2.8% 0.23 0.2% 42% False False 137
60 126.20 118.80 7.40 6.0% 0.15 0.1% 73% False False 220
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 125.04
2.618 124.79
1.618 124.64
1.000 124.55
0.618 124.49
HIGH 124.40
0.618 124.34
0.500 124.33
0.382 124.31
LOW 124.25
0.618 124.16
1.000 124.10
1.618 124.01
2.618 123.86
4.250 123.61
Fisher Pivots for day following 04-Jul-2011
Pivot 1 day 3 day
R1 124.33 124.36
PP 124.29 124.32
S1 124.26 124.27

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

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