Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 120.98 120.80 -0.18 -0.1% 121.67
High 121.23 120.96 -0.27 -0.2% 121.89
Low 120.82 120.51 -0.31 -0.3% 120.73
Close 120.93 120.62 -0.31 -0.3% 121.00
Range 0.41 0.45 0.04 9.8% 1.16
ATR 0.60 0.58 -0.01 -1.7% 0.00
Volume 742,115 873,771 131,656 17.7% 4,090,999
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.05 121.78 120.87
R3 121.60 121.33 120.74
R2 121.15 121.15 120.70
R1 120.88 120.88 120.66 120.79
PP 120.70 120.70 120.70 120.65
S1 120.43 120.43 120.58 120.34
S2 120.25 120.25 120.54
S3 119.80 119.98 120.50
S4 119.35 119.53 120.37
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.69 124.00 121.64
R3 123.53 122.84 121.32
R2 122.37 122.37 121.21
R1 121.68 121.68 121.11 121.45
PP 121.21 121.21 121.21 121.09
S1 120.52 120.52 120.89 120.29
S2 120.05 120.05 120.79
S3 118.89 119.36 120.68
S4 117.73 118.20 120.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.61 120.51 1.10 0.9% 0.44 0.4% 10% False True 824,635
10 122.74 120.51 2.23 1.8% 0.48 0.4% 5% False True 782,829
20 123.92 120.51 3.41 2.8% 0.59 0.5% 3% False True 902,099
40 123.92 120.51 3.41 2.8% 0.57 0.5% 3% False True 542,533
60 123.92 120.51 3.41 2.8% 0.54 0.4% 3% False True 362,387
80 124.97 120.51 4.46 3.7% 0.54 0.4% 2% False True 271,801
100 128.13 120.51 7.62 6.3% 0.45 0.4% 1% False True 217,465
120 129.76 120.51 9.25 7.7% 0.37 0.3% 1% False True 181,256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122.87
2.618 122.14
1.618 121.69
1.000 121.41
0.618 121.24
HIGH 120.96
0.618 120.79
0.500 120.74
0.382 120.68
LOW 120.51
0.618 120.23
1.000 120.06
1.618 119.78
2.618 119.33
4.250 118.60
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 120.74 120.87
PP 120.70 120.79
S1 120.66 120.70

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

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