Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 125.15 125.76 0.61 0.5% 124.93
High 125.89 125.98 0.09 0.1% 125.79
Low 124.96 125.31 0.35 0.3% 124.71
Close 125.67 125.41 -0.26 -0.2% 125.58
Range 0.93 0.67 -0.26 -28.0% 1.08
ATR 0.65 0.65 0.00 0.2% 0.00
Volume 1,106,345 758,435 -347,910 -31.4% 5,061,208
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 127.58 127.16 125.78
R3 126.91 126.49 125.59
R2 126.24 126.24 125.53
R1 125.82 125.82 125.47 125.70
PP 125.57 125.57 125.57 125.50
S1 125.15 125.15 125.35 125.03
S2 124.90 124.90 125.29
S3 124.23 124.48 125.23
S4 123.56 123.81 125.04
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 128.60 128.17 126.17
R3 127.52 127.09 125.88
R2 126.44 126.44 125.78
R1 126.01 126.01 125.68 126.23
PP 125.36 125.36 125.36 125.47
S1 124.93 124.93 125.48 125.15
S2 124.28 124.28 125.38
S3 123.20 123.85 125.28
S4 122.12 122.77 124.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.98 124.74 1.24 1.0% 0.68 0.5% 54% True False 1,004,668
10 125.98 123.73 2.25 1.8% 0.59 0.5% 75% True False 1,006,571
20 125.98 122.07 3.91 3.1% 0.66 0.5% 85% True False 973,798
40 125.98 119.86 6.12 4.9% 0.62 0.5% 91% True False 841,223
60 125.98 119.86 6.12 4.9% 0.61 0.5% 91% True False 858,271
80 125.98 119.86 6.12 4.9% 0.60 0.5% 91% True False 671,904
100 125.98 119.86 6.12 4.9% 0.58 0.5% 91% True False 537,763
120 125.98 119.86 6.12 4.9% 0.56 0.4% 91% True False 448,143
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.83
2.618 127.73
1.618 127.06
1.000 126.65
0.618 126.39
HIGH 125.98
0.618 125.72
0.500 125.65
0.382 125.57
LOW 125.31
0.618 124.90
1.000 124.64
1.618 124.23
2.618 123.56
4.250 122.46
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 125.65 125.47
PP 125.57 125.45
S1 125.49 125.43

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

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