Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 121.11 120.66 -0.45 -0.4% 121.29
High 121.11 120.66 -0.45 -0.4% 121.41
Low 120.73 120.33 -0.40 -0.3% 120.33
Close 120.86 120.52 -0.34 -0.3% 120.52
Range 0.38 0.33 -0.05 -13.2% 1.08
ATR 0.44 0.44 0.01 1.5% 0.00
Volume 267 40 -227 -85.0% 420
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 121.49 121.34 120.70
R3 121.16 121.01 120.61
R2 120.83 120.83 120.58
R1 120.68 120.68 120.55 120.59
PP 120.50 120.50 120.50 120.46
S1 120.35 120.35 120.49 120.26
S2 120.17 120.17 120.46
S3 119.84 120.02 120.43
S4 119.51 119.69 120.34
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.99 123.34 121.11
R3 122.91 122.26 120.82
R2 121.83 121.83 120.72
R1 121.18 121.18 120.62 120.97
PP 120.75 120.75 120.75 120.65
S1 120.10 120.10 120.42 119.89
S2 119.67 119.67 120.32
S3 118.59 119.02 120.22
S4 117.51 117.94 119.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.41 120.33 1.08 0.9% 0.32 0.3% 18% False True 84
10 122.28 120.33 1.95 1.6% 0.28 0.2% 10% False True 165
20 123.50 120.33 3.17 2.6% 0.36 0.3% 6% False True 138
40 123.50 120.33 3.17 2.6% 0.20 0.2% 6% False True 102
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 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.06
2.618 121.52
1.618 121.19
1.000 120.99
0.618 120.86
HIGH 120.66
0.618 120.53
0.500 120.50
0.382 120.46
LOW 120.33
0.618 120.13
1.000 120.00
1.618 119.80
2.618 119.47
4.250 118.93
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 120.51 120.72
PP 120.50 120.65
S1 120.50 120.59

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

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