Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 123.99 124.57 0.58 0.5% 123.68
High 124.63 124.62 -0.01 0.0% 124.63
Low 123.82 124.03 0.21 0.2% 123.55
Close 124.42 124.13 -0.29 -0.2% 124.42
Range 0.81 0.59 -0.22 -27.2% 1.08
ATR 0.69 0.68 -0.01 -1.0% 0.00
Volume 955,846 810,527 -145,319 -15.2% 5,191,367
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 126.03 125.67 124.45
R3 125.44 125.08 124.29
R2 124.85 124.85 124.24
R1 124.49 124.49 124.18 124.38
PP 124.26 124.26 124.26 124.20
S1 123.90 123.90 124.08 123.79
S2 123.67 123.67 124.02
S3 123.08 123.31 123.97
S4 122.49 122.72 123.81
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 127.44 127.01 125.01
R3 126.36 125.93 124.72
R2 125.28 125.28 124.62
R1 124.85 124.85 124.52 125.07
PP 124.20 124.20 124.20 124.31
S1 123.77 123.77 124.32 123.99
S2 123.12 123.12 124.22
S3 122.04 122.69 124.12
S4 120.96 121.61 123.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.63 123.58 1.05 0.8% 0.62 0.5% 52% False False 982,177
10 124.63 122.07 2.56 2.1% 0.73 0.6% 80% False False 1,035,774
20 124.63 120.59 4.04 3.3% 0.70 0.6% 88% False False 788,697
40 124.63 119.86 4.77 3.8% 0.60 0.5% 90% False False 812,876
60 124.63 119.86 4.77 3.8% 0.61 0.5% 90% False False 713,016
80 124.63 119.86 4.77 3.8% 0.58 0.5% 90% False False 535,534
100 124.97 119.86 5.11 4.1% 0.57 0.5% 84% False False 428,459
120 128.13 119.86 8.27 6.7% 0.51 0.4% 52% False False 357,067
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.13
2.618 126.16
1.618 125.57
1.000 125.21
0.618 124.98
HIGH 124.62
0.618 124.39
0.500 124.33
0.382 124.26
LOW 124.03
0.618 123.67
1.000 123.44
1.618 123.08
2.618 122.49
4.250 121.52
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 124.33 124.23
PP 124.26 124.19
S1 124.20 124.16

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

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