Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 124.21 124.93 0.72 0.6% 124.57
High 124.83 125.33 0.50 0.4% 124.83
Low 124.12 124.87 0.75 0.6% 123.73
Close 124.76 125.18 0.42 0.3% 124.76
Range 0.71 0.46 -0.25 -35.2% 1.10
ATR 0.66 0.65 -0.01 -1.0% 0.00
Volume 1,003,394 939,449 -63,945 -6.4% 3,694,516
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 126.51 126.30 125.43
R3 126.05 125.84 125.31
R2 125.59 125.59 125.26
R1 125.38 125.38 125.22 125.49
PP 125.13 125.13 125.13 125.18
S1 124.92 124.92 125.14 125.03
S2 124.67 124.67 125.10
S3 124.21 124.46 125.05
S4 123.75 124.00 124.93
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
5 125.33 123.73 1.60 1.3% 0.55 0.4% 91% True False 764,687
10 125.33 123.58 1.75 1.4% 0.58 0.5% 91% True False 873,432
20 125.33 121.89 3.44 2.7% 0.63 0.5% 96% True False 845,794
40 125.33 119.86 5.47 4.4% 0.60 0.5% 97% True False 797,330
60 125.33 119.86 5.47 4.4% 0.62 0.5% 97% True False 775,689
80 125.33 119.86 5.47 4.4% 0.58 0.5% 97% True False 583,269
100 125.33 119.86 5.47 4.4% 0.57 0.5% 97% True False 466,693
120 127.27 119.86 7.41 5.9% 0.54 0.4% 72% False False 388,926
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.29
2.618 126.53
1.618 126.07
1.000 125.79
0.618 125.61
HIGH 125.33
0.618 125.15
0.500 125.10
0.382 125.05
LOW 124.87
0.618 124.59
1.000 124.41
1.618 124.13
2.618 123.67
4.250 122.92
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 125.15 124.96
PP 125.13 124.75
S1 125.10 124.53

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

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