Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 122.43 122.52 0.09 0.1% 121.24
High 122.58 122.55 -0.03 0.0% 122.65
Low 122.24 121.89 -0.35 -0.3% 121.13
Close 122.51 121.99 -0.52 -0.4% 122.31
Range 0.34 0.66 0.32 94.1% 1.52
ATR 0.64 0.64 0.00 0.3% 0.00
Volume 477,177 785,495 308,318 64.6% 2,681,503
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.12 123.72 122.35
R3 123.46 123.06 122.17
R2 122.80 122.80 122.11
R1 122.40 122.40 122.05 122.27
PP 122.14 122.14 122.14 122.08
S1 121.74 121.74 121.93 121.61
S2 121.48 121.48 121.87
S3 120.82 121.08 121.81
S4 120.16 120.42 121.63
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
5 122.65 121.67 0.98 0.8% 0.59 0.5% 33% False False 788,835
10 122.65 120.08 2.57 2.1% 0.67 0.5% 74% False False 678,974
20 122.65 119.86 2.79 2.3% 0.57 0.5% 76% False False 743,706
40 123.92 119.86 4.06 3.3% 0.61 0.5% 52% False False 770,958
60 123.92 119.86 4.06 3.3% 0.57 0.5% 52% False False 516,788
80 124.97 119.86 5.11 4.2% 0.56 0.5% 42% False False 387,701
100 126.02 119.86 6.16 5.0% 0.53 0.4% 35% False False 310,177
120 129.76 119.86 9.90 8.1% 0.44 0.4% 22% False False 258,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.36
2.618 124.28
1.618 123.62
1.000 123.21
0.618 122.96
HIGH 122.55
0.618 122.30
0.500 122.22
0.382 122.14
LOW 121.89
0.618 121.48
1.000 121.23
1.618 120.82
2.618 120.16
4.250 119.09
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 122.22 122.13
PP 122.14 122.08
S1 122.07 122.04

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

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