Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 122.84 122.96 0.12 0.1% 122.43
High 122.94 122.96 0.02 0.0% 122.98
Low 122.51 122.55 0.04 0.0% 121.89
Close 122.82 122.64 -0.18 -0.1% 122.92
Range 0.43 0.41 -0.02 -4.7% 1.09
ATR 0.62 0.61 -0.02 -2.4% 0.00
Volume 276,902 744,572 467,670 168.9% 2,457,808
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 123.95 123.70 122.87
R3 123.54 123.29 122.75
R2 123.13 123.13 122.72
R1 122.88 122.88 122.68 122.80
PP 122.72 122.72 122.72 122.68
S1 122.47 122.47 122.60 122.39
S2 122.31 122.31 122.56
S3 121.90 122.06 122.53
S4 121.49 121.65 122.41
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 125.87 125.48 123.52
R3 124.78 124.39 123.22
R2 123.69 123.69 123.12
R1 123.30 123.30 123.02 123.50
PP 122.60 122.60 122.60 122.69
S1 122.21 122.21 122.82 122.41
S2 121.51 121.51 122.72
S3 120.42 121.12 122.62
S4 119.33 120.03 122.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.98 121.89 1.09 0.9% 0.53 0.4% 69% False False 600,421
10 122.98 121.13 1.85 1.5% 0.64 0.5% 82% False False 616,078
20 122.98 119.86 3.12 2.5% 0.57 0.5% 89% False False 684,191
40 123.92 119.86 4.06 3.3% 0.58 0.5% 68% False False 799,393
60 123.92 119.86 4.06 3.3% 0.57 0.5% 68% False False 553,517
80 124.90 119.86 5.04 4.1% 0.55 0.5% 55% False False 415,404
100 124.97 119.86 5.11 4.2% 0.54 0.4% 54% False False 332,336
120 129.43 119.86 9.57 7.8% 0.46 0.4% 29% False False 276,967
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 0.08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.70
2.618 124.03
1.618 123.62
1.000 123.37
0.618 123.21
HIGH 122.96
0.618 122.80
0.500 122.76
0.382 122.71
LOW 122.55
0.618 122.30
1.000 122.14
1.618 121.89
2.618 121.48
4.250 120.81
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 122.76 122.73
PP 122.72 122.70
S1 122.68 122.67

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

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