Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 122.52 122.27 -0.25 -0.2% 121.24
High 122.55 122.79 0.24 0.2% 122.65
Low 121.89 122.12 0.23 0.2% 121.13
Close 121.99 122.67 0.68 0.6% 122.31
Range 0.66 0.67 0.01 1.5% 1.52
ATR 0.64 0.65 0.01 1.8% 0.00
Volume 785,495 823,612 38,117 4.9% 2,681,503
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.54 124.27 123.04
R3 123.87 123.60 122.85
R2 123.20 123.20 122.79
R1 122.93 122.93 122.73 123.07
PP 122.53 122.53 122.53 122.59
S1 122.26 122.26 122.61 122.40
S2 121.86 121.86 122.55
S3 121.19 121.59 122.49
S4 120.52 120.92 122.30
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
5 122.79 121.67 1.12 0.9% 0.56 0.5% 89% True False 747,268
10 122.79 120.20 2.59 2.1% 0.69 0.6% 95% True False 668,099
20 122.79 119.86 2.93 2.4% 0.57 0.5% 96% True False 746,281
40 123.92 119.86 4.06 3.3% 0.61 0.5% 69% False False 788,947
60 123.92 119.86 4.06 3.3% 0.57 0.5% 69% False False 530,491
80 124.97 119.86 5.11 4.2% 0.57 0.5% 55% False False 397,995
100 125.44 119.86 5.58 4.5% 0.53 0.4% 50% False False 318,413
120 129.76 119.86 9.90 8.1% 0.45 0.4% 28% False False 265,362
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 0.09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.64
2.618 124.54
1.618 123.87
1.000 123.46
0.618 123.20
HIGH 122.79
0.618 122.53
0.500 122.46
0.382 122.38
LOW 122.12
0.618 121.71
1.000 121.45
1.618 121.04
2.618 120.37
4.250 119.27
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 122.60 122.56
PP 122.53 122.45
S1 122.46 122.34

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

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