Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 121.74 122.43 0.69 0.6% 121.24
High 122.40 122.58 0.18 0.1% 122.65
Low 121.67 122.24 0.57 0.5% 121.13
Close 122.31 122.51 0.20 0.2% 122.31
Range 0.73 0.34 -0.39 -53.4% 1.52
ATR 0.66 0.64 -0.02 -3.5% 0.00
Volume 782,295 477,177 -305,118 -39.0% 2,681,503
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.46 123.33 122.70
R3 123.12 122.99 122.60
R2 122.78 122.78 122.57
R1 122.65 122.65 122.54 122.72
PP 122.44 122.44 122.44 122.48
S1 122.31 122.31 122.48 122.38
S2 122.10 122.10 122.45
S3 121.76 121.97 122.42
S4 121.42 121.63 122.32
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 126.59 125.97 123.15
R3 125.07 124.45 122.73
R2 123.55 123.55 122.59
R1 122.93 122.93 122.45 123.24
PP 122.03 122.03 122.03 122.19
S1 121.41 121.41 122.17 121.72
S2 120.51 120.51 122.03
S3 118.99 119.89 121.89
S4 117.47 118.37 121.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.65 121.13 1.52 1.2% 0.75 0.6% 91% False False 631,736
10 122.65 119.86 2.79 2.3% 0.63 0.5% 95% False False 658,162
20 122.65 119.86 2.79 2.3% 0.55 0.5% 95% False False 738,636
40 123.92 119.86 4.06 3.3% 0.61 0.5% 65% False False 752,204
60 123.92 119.86 4.06 3.3% 0.56 0.5% 65% False False 503,712
80 124.97 119.86 5.11 4.2% 0.56 0.5% 52% False False 377,882
100 126.27 119.86 6.41 5.2% 0.52 0.4% 41% False False 302,323
120 129.76 119.86 9.90 8.1% 0.43 0.4% 27% False False 251,952
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 0.09
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 124.03
2.618 123.47
1.618 123.13
1.000 122.92
0.618 122.79
HIGH 122.58
0.618 122.45
0.500 122.41
0.382 122.37
LOW 122.24
0.618 122.03
1.000 121.90
1.618 121.69
2.618 121.35
4.250 120.80
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 122.48 122.38
PP 122.44 122.25
S1 122.41 122.13

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

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