Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 119.83 120.15 0.32 0.3% 120.55
High 120.27 120.51 0.24 0.2% 120.73
Low 119.74 120.14 0.40 0.3% 119.49
Close 119.98 120.20 0.22 0.2% 119.53
Range 0.53 0.37 -0.16 -30.2% 1.24
ATR 0.45 0.45 0.01 1.3% 0.00
Volume 1,172 54 -1,118 -95.4% 945
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 121.39 121.17 120.40
R3 121.02 120.80 120.30
R2 120.65 120.65 120.27
R1 120.43 120.43 120.23 120.54
PP 120.28 120.28 120.28 120.34
S1 120.06 120.06 120.17 120.17
S2 119.91 119.91 120.13
S3 119.54 119.69 120.10
S4 119.17 119.32 120.00
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.64 122.82 120.21
R3 122.40 121.58 119.87
R2 121.16 121.16 119.76
R1 120.34 120.34 119.64 120.13
PP 119.92 119.92 119.92 119.81
S1 119.10 119.10 119.42 118.89
S2 118.68 118.68 119.30
S3 117.44 117.86 119.19
S4 116.20 116.62 118.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.51 119.38 1.13 0.9% 0.39 0.3% 73% True False 906
10 120.73 119.38 1.35 1.1% 0.37 0.3% 61% False False 547
20 122.77 119.38 3.39 2.8% 0.33 0.3% 24% False False 355
40 123.50 119.38 4.12 3.4% 0.29 0.2% 20% False False 233
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.08
2.618 121.48
1.618 121.11
1.000 120.88
0.618 120.74
HIGH 120.51
0.618 120.37
0.500 120.33
0.382 120.28
LOW 120.14
0.618 119.91
1.000 119.77
1.618 119.54
2.618 119.17
4.250 118.57
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 120.33 120.16
PP 120.28 120.11
S1 120.24 120.07

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

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