Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 120.68 120.69 0.01 0.0% 120.00
High 121.11 121.25 0.14 0.1% 121.25
Low 120.57 120.59 0.02 0.0% 119.86
Close 120.69 121.20 0.51 0.4% 121.20
Range 0.54 0.66 0.12 22.2% 1.39
ATR 0.59 0.59 0.01 0.9% 0.00
Volume 1,046,236 0 -1,046,236 -100.0% 3,422,940
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.99 122.76 121.56
R3 122.33 122.10 121.38
R2 121.67 121.67 121.32
R1 121.44 121.44 121.26 121.56
PP 121.01 121.01 121.01 121.07
S1 120.78 120.78 121.14 120.90
S2 120.35 120.35 121.08
S3 119.69 120.12 121.02
S4 119.03 119.46 120.84
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.94 124.46 121.96
R3 123.55 123.07 121.58
R2 122.16 122.16 121.45
R1 121.68 121.68 121.33 121.92
PP 120.77 120.77 120.77 120.89
S1 120.29 120.29 121.07 120.53
S2 119.38 119.38 120.95
S3 117.99 118.90 120.82
S4 116.60 117.51 120.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.25 119.86 1.39 1.1% 0.52 0.4% 96% True False 684,588
10 121.25 119.86 1.39 1.1% 0.50 0.4% 96% True False 752,304
20 122.74 119.86 2.88 2.4% 0.50 0.4% 47% False False 792,970
40 123.92 119.86 4.06 3.3% 0.57 0.5% 33% False False 674,823
60 123.92 119.86 4.06 3.3% 0.54 0.4% 33% False False 451,137
80 124.97 119.86 5.11 4.2% 0.55 0.5% 26% False False 338,399
100 127.27 119.86 7.41 6.1% 0.48 0.4% 18% False False 270,741
120 129.76 119.86 9.90 8.2% 0.40 0.3% 14% False False 225,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 124.06
2.618 122.98
1.618 122.32
1.000 121.91
0.618 121.66
HIGH 121.25
0.618 121.00
0.500 120.92
0.382 120.84
LOW 120.59
0.618 120.18
1.000 119.93
1.618 119.52
2.618 118.86
4.250 117.79
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 121.11 121.04
PP 121.01 120.88
S1 120.92 120.73

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

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