Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 124.18 123.85 -0.33 -0.3% 122.84
High 124.23 124.32 0.09 0.1% 123.95
Low 123.86 123.58 -0.28 -0.2% 122.07
Close 124.01 123.93 -0.08 -0.1% 123.44
Range 0.37 0.74 0.37 100.0% 1.88
ATR 0.69 0.69 0.00 0.6% 0.00
Volume 1,046,423 1,055,035 8,612 0.8% 4,632,749
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 126.16 125.79 124.34
R3 125.42 125.05 124.13
R2 124.68 124.68 124.07
R1 124.31 124.31 124.00 124.50
PP 123.94 123.94 123.94 124.04
S1 123.57 123.57 123.86 123.76
S2 123.20 123.20 123.79
S3 122.46 122.83 123.73
S4 121.72 122.09 123.52
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 128.79 128.00 124.47
R3 126.91 126.12 123.96
R2 125.03 125.03 123.78
R1 124.24 124.24 123.61 124.64
PP 123.15 123.15 123.15 123.35
S1 122.36 122.36 123.27 122.76
S2 121.27 121.27 123.10
S3 119.39 120.48 122.92
S4 117.51 118.60 122.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.44 122.07 2.37 1.9% 0.85 0.7% 78% False False 1,147,146
10 124.44 122.07 2.37 1.9% 0.70 0.6% 78% False False 902,034
20 124.44 120.08 4.36 3.5% 0.68 0.6% 88% False False 790,504
40 124.44 119.86 4.58 3.7% 0.62 0.5% 89% False False 836,203
60 124.44 119.86 4.58 3.7% 0.61 0.5% 89% False False 666,400
80 124.44 119.86 4.58 3.7% 0.58 0.5% 89% False False 500,428
100 124.97 119.86 5.11 4.1% 0.56 0.5% 80% False False 400,365
120 128.13 119.86 8.27 6.7% 0.50 0.4% 49% False False 333,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.47
2.618 126.26
1.618 125.52
1.000 125.06
0.618 124.78
HIGH 124.32
0.618 124.04
0.500 123.95
0.382 123.86
LOW 123.58
0.618 123.12
1.000 122.84
1.618 122.38
2.618 121.64
4.250 120.44
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 123.95 124.00
PP 123.94 123.97
S1 123.94 123.95

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

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