Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 125.12 124.80 -0.32 -0.3% 124.57
High 125.23 125.59 0.36 0.3% 124.83
Low 124.86 124.74 -0.12 -0.1% 123.73
Close 124.99 125.58 0.59 0.5% 124.76
Range 0.37 0.85 0.48 129.7% 1.10
ATR 0.63 0.65 0.02 2.5% 0.00
Volume 1,118,620 1,075,768 -42,852 -3.8% 3,694,516
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 127.85 127.57 126.05
R3 127.00 126.72 125.81
R2 126.15 126.15 125.74
R1 125.87 125.87 125.66 126.01
PP 125.30 125.30 125.30 125.38
S1 125.02 125.02 125.50 125.16
S2 124.45 124.45 125.42
S3 123.60 124.17 125.35
S4 122.75 123.32 125.11
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
5 125.59 124.12 1.47 1.2% 0.57 0.5% 99% True False 1,020,528
10 125.59 123.73 1.86 1.5% 0.58 0.5% 99% True False 874,961
20 125.59 122.07 3.52 2.8% 0.63 0.5% 100% True False 899,470
40 125.59 119.86 5.73 4.6% 0.60 0.5% 100% True False 822,875
60 125.59 119.86 5.73 4.6% 0.62 0.5% 100% True False 825,788
80 125.59 119.86 5.73 4.6% 0.59 0.5% 100% True False 622,736
100 125.59 119.86 5.73 4.6% 0.58 0.5% 100% True False 498,290
120 125.59 119.86 5.73 4.6% 0.55 0.4% 100% True False 415,256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 129.20
2.618 127.82
1.618 126.97
1.000 126.44
0.618 126.12
HIGH 125.59
0.618 125.27
0.500 125.17
0.382 125.06
LOW 124.74
0.618 124.21
1.000 123.89
1.618 123.36
2.618 122.51
4.250 121.13
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 125.44 125.44
PP 125.30 125.29
S1 125.17 125.15

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

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