Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 122.96 122.80 -0.16 -0.1% 122.43
High 122.96 122.82 -0.14 -0.1% 122.98
Low 122.55 122.15 -0.40 -0.3% 121.89
Close 122.64 122.48 -0.16 -0.1% 122.92
Range 0.41 0.67 0.26 63.4% 1.09
ATR 0.61 0.61 0.00 0.7% 0.00
Volume 744,572 1,068,007 323,435 43.4% 2,457,808
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 124.49 124.16 122.85
R3 123.82 123.49 122.66
R2 123.15 123.15 122.60
R1 122.82 122.82 122.54 122.65
PP 122.48 122.48 122.48 122.40
S1 122.15 122.15 122.42 121.98
S2 121.81 121.81 122.36
S3 121.14 121.48 122.30
S4 120.47 120.81 122.11
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
5 122.98 122.12 0.86 0.7% 0.54 0.4% 42% False False 656,923
10 122.98 121.67 1.31 1.1% 0.56 0.5% 62% False False 722,879
20 122.98 119.86 3.12 2.5% 0.58 0.5% 84% False False 708,649
40 123.92 119.86 4.06 3.3% 0.58 0.5% 65% False False 800,508
60 123.92 119.86 4.06 3.3% 0.57 0.5% 65% False False 571,272
80 124.90 119.86 5.04 4.1% 0.56 0.5% 52% False False 428,754
100 124.97 119.86 5.11 4.2% 0.54 0.4% 51% False False 343,012
120 128.66 119.86 8.80 7.2% 0.46 0.4% 30% False False 285,866
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.67
2.618 124.57
1.618 123.90
1.000 123.49
0.618 123.23
HIGH 122.82
0.618 122.56
0.500 122.49
0.382 122.41
LOW 122.15
0.618 121.74
1.000 121.48
1.618 121.07
2.618 120.40
4.250 119.30
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 122.49 122.56
PP 122.48 122.53
S1 122.48 122.51

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

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