Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 121.80 121.17 -0.63 -0.5% 122.50
High 121.86 121.49 -0.37 -0.3% 122.74
Low 121.21 121.16 -0.05 0.0% 121.72
Close 121.50 121.43 -0.07 -0.1% 122.03
Range 0.65 0.33 -0.32 -49.2% 1.02
ATR 0.66 0.64 -0.02 -3.5% 0.00
Volume 772,106 706,367 -65,739 -8.5% 4,245,360
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 122.35 122.22 121.61
R3 122.02 121.89 121.52
R2 121.69 121.69 121.49
R1 121.56 121.56 121.46 121.63
PP 121.36 121.36 121.36 121.39
S1 121.23 121.23 121.40 121.30
S2 121.03 121.03 121.37
S3 120.70 120.90 121.34
S4 120.37 120.57 121.25
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.22 124.65 122.59
R3 124.20 123.63 122.31
R2 123.18 123.18 122.22
R1 122.61 122.61 122.12 122.39
PP 122.16 122.16 122.16 122.05
S1 121.59 121.59 121.94 121.37
S2 121.14 121.14 121.84
S3 120.12 120.57 121.75
S4 119.10 119.55 121.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.74 121.16 1.58 1.3% 0.52 0.4% 17% False True 741,023
10 123.60 121.16 2.44 2.0% 0.56 0.5% 11% False True 841,564
20 123.92 121.12 2.80 2.3% 0.64 0.5% 11% False False 856,106
40 123.92 120.92 3.00 2.5% 0.57 0.5% 17% False False 440,126
60 124.92 120.92 4.00 3.3% 0.56 0.5% 13% False False 293,673
80 124.97 120.92 4.05 3.3% 0.53 0.4% 13% False False 220,276
100 129.61 120.92 8.69 7.2% 0.42 0.3% 6% False False 176,240
120 131.01 120.92 10.09 8.3% 0.35 0.3% 5% False False 146,899
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 122.89
2.618 122.35
1.618 122.02
1.000 121.82
0.618 121.69
HIGH 121.49
0.618 121.36
0.500 121.33
0.382 121.29
LOW 121.16
0.618 120.96
1.000 120.83
1.618 120.63
2.618 120.30
4.250 119.76
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 121.40 121.53
PP 121.36 121.49
S1 121.33 121.46

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

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