Euro Bund Future June 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 125.22 125.52 0.30 0.2% 125.41
High 125.70 125.57 -0.13 -0.1% 126.04
Low 125.20 124.77 -0.43 -0.3% 124.96
Close 125.57 124.87 -0.70 -0.6% 125.17
Range 0.50 0.80 0.30 60.0% 1.08
ATR 0.67 0.68 0.01 1.4% 0.00
Volume 11,005 341,698 330,693 3,004.9% 4,148,966
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 127.47 126.97 125.31
R3 126.67 126.17 125.09
R2 125.87 125.87 125.02
R1 125.37 125.37 124.94 125.22
PP 125.07 125.07 125.07 125.00
S1 124.57 124.57 124.80 124.42
S2 124.27 124.27 124.72
S3 123.47 123.77 124.65
S4 122.67 122.97 124.43
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.63 127.98 125.76
R3 127.55 126.90 125.47
R2 126.47 126.47 125.37
R1 125.82 125.82 125.27 125.61
PP 125.39 125.39 125.39 125.28
S1 124.74 124.74 125.07 124.53
S2 124.31 124.31 124.97
S3 123.23 123.66 124.87
S4 122.15 122.58 124.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.04 124.77 1.27 1.0% 0.78 0.6% 8% False True 676,166
10 126.04 124.71 1.33 1.1% 0.65 0.5% 12% False False 862,342
20 126.04 123.58 2.46 2.0% 0.62 0.5% 52% False False 867,887
40 126.04 119.86 6.18 4.9% 0.65 0.5% 81% False False 812,087
60 126.04 119.86 6.18 4.9% 0.63 0.5% 81% False False 843,757
80 126.04 119.86 6.18 4.9% 0.61 0.5% 81% False False 690,611
100 126.04 119.86 6.18 4.9% 0.58 0.5% 81% False False 552,923
120 126.04 119.86 6.18 4.9% 0.57 0.5% 81% False False 460,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.97
2.618 127.66
1.618 126.86
1.000 126.37
0.618 126.06
HIGH 125.57
0.618 125.26
0.500 125.17
0.382 125.08
LOW 124.77
0.618 124.28
1.000 123.97
1.618 123.48
2.618 122.68
4.250 121.37
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 125.17 125.41
PP 125.07 125.23
S1 124.97 125.05

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

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