Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 124.93 125.11 0.18 0.1% 124.57
High 125.33 125.17 -0.16 -0.1% 124.83
Low 124.87 124.71 -0.16 -0.1% 123.73
Close 125.18 124.73 -0.45 -0.4% 124.76
Range 0.46 0.46 0.00 0.0% 1.10
ATR 0.65 0.64 -0.01 -2.0% 0.00
Volume 939,449 965,413 25,964 2.8% 3,694,516
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 126.25 125.95 124.98
R3 125.79 125.49 124.86
R2 125.33 125.33 124.81
R1 125.03 125.03 124.77 124.95
PP 124.87 124.87 124.87 124.83
S1 124.57 124.57 124.69 124.49
S2 124.41 124.41 124.65
S3 123.95 124.11 124.60
S4 123.49 123.65 124.48
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% 0.52 0.4% 63% False False 957,770
10 125.33 123.58 1.75 1.4% 0.59 0.5% 66% False False 865,331
20 125.33 121.89 3.44 2.8% 0.64 0.5% 83% False False 870,206
40 125.33 119.86 5.47 4.4% 0.60 0.5% 89% False False 804,421
60 125.33 119.86 5.47 4.4% 0.62 0.5% 89% False False 791,538
80 125.33 119.86 5.47 4.4% 0.58 0.5% 89% False False 595,335
100 125.33 119.86 5.47 4.4% 0.58 0.5% 89% False False 476,347
120 126.27 119.86 6.41 5.1% 0.54 0.4% 76% False False 396,970
Crabel Price Patterns
NR False
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 0.17
Fibonacci Retracements and Extensions
4.250 127.13
2.618 126.37
1.618 125.91
1.000 125.63
0.618 125.45
HIGH 125.17
0.618 124.99
0.500 124.94
0.382 124.89
LOW 124.71
0.618 124.43
1.000 124.25
1.618 123.97
2.618 123.51
4.250 122.76
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 124.94 124.73
PP 124.87 124.73
S1 124.80 124.73

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

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