Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 124.05 124.21 0.16 0.1% 124.57
High 124.23 124.83 0.60 0.5% 124.83
Low 123.73 124.12 0.39 0.3% 123.73
Close 124.13 124.76 0.63 0.5% 124.76
Range 0.50 0.71 0.21 42.0% 1.10
ATR 0.66 0.66 0.00 0.6% 0.00
Volume 1,015,497 1,003,394 -12,103 -1.2% 3,694,516
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 126.70 126.44 125.15
R3 125.99 125.73 124.96
R2 125.28 125.28 124.89
R1 125.02 125.02 124.83 125.15
PP 124.57 124.57 124.57 124.64
S1 124.31 124.31 124.69 124.44
S2 123.86 123.86 124.63
S3 123.15 123.60 124.56
S4 122.44 122.89 124.37
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 127.74 127.35 125.37
R3 126.64 126.25 125.06
R2 125.54 125.54 124.96
R1 125.15 125.15 124.86 125.35
PP 124.44 124.44 124.44 124.54
S1 124.05 124.05 124.66 124.25
S2 123.34 123.34 124.56
S3 122.24 122.95 124.46
S4 121.14 121.85 124.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.83 123.73 1.10 0.9% 0.57 0.5% 94% True False 738,903
10 124.83 123.55 1.28 1.0% 0.63 0.5% 95% True False 888,588
20 124.83 121.67 3.16 2.5% 0.65 0.5% 98% True False 837,936
40 124.83 119.86 4.97 4.0% 0.60 0.5% 99% True False 795,363
60 124.83 119.86 4.97 4.0% 0.61 0.5% 99% True False 760,245
80 124.83 119.86 4.97 4.0% 0.58 0.5% 99% True False 571,528
100 124.97 119.86 5.11 4.1% 0.58 0.5% 96% False False 457,299
120 127.27 119.86 7.41 5.9% 0.53 0.4% 66% False False 381,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127.85
2.618 126.69
1.618 125.98
1.000 125.54
0.618 125.27
HIGH 124.83
0.618 124.56
0.500 124.48
0.382 124.39
LOW 124.12
0.618 123.68
1.000 123.41
1.618 122.97
2.618 122.26
4.250 121.10
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 124.67 124.60
PP 124.57 124.44
S1 124.48 124.28

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

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