Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 122.80 122.30 -0.50 -0.4% 122.43
High 122.82 123.39 0.57 0.5% 122.98
Low 122.15 122.07 -0.08 -0.1% 121.89
Close 122.48 123.07 0.59 0.5% 122.92
Range 0.67 1.32 0.65 97.0% 1.09
ATR 0.61 0.66 0.05 8.3% 0.00
Volume 1,068,007 1,304,304 236,297 22.1% 2,457,808
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 126.80 126.26 123.80
R3 125.48 124.94 123.43
R2 124.16 124.16 123.31
R1 123.62 123.62 123.19 123.89
PP 122.84 122.84 122.84 122.98
S1 122.30 122.30 122.95 122.57
S2 121.52 121.52 122.83
S3 120.20 120.98 122.71
S4 118.88 119.66 122.34
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
5 123.39 122.07 1.32 1.1% 0.67 0.5% 76% True True 753,061
10 123.39 121.67 1.72 1.4% 0.61 0.5% 81% True False 750,165
20 123.39 119.86 3.53 2.9% 0.63 0.5% 91% True False 736,758
40 123.92 119.86 4.06 3.3% 0.60 0.5% 79% False False 814,937
60 123.92 119.86 4.06 3.3% 0.59 0.5% 79% False False 592,925
80 124.45 119.86 4.59 3.7% 0.57 0.5% 70% False False 445,058
100 124.97 119.86 5.11 4.2% 0.55 0.4% 63% False False 356,054
120 128.66 119.86 8.80 7.2% 0.47 0.4% 36% False False 296,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 129.00
2.618 126.85
1.618 125.53
1.000 124.71
0.618 124.21
HIGH 123.39
0.618 122.89
0.500 122.73
0.382 122.57
LOW 122.07
0.618 121.25
1.000 120.75
1.618 119.93
2.618 118.61
4.250 116.46
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 122.96 122.96
PP 122.84 122.84
S1 122.73 122.73

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

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