Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 120.84 121.97 1.13 0.9% 119.60
High 122.10 121.97 -0.13 -0.1% 120.75
Low 120.84 121.49 0.65 0.5% 119.38
Close 122.03 121.76 -0.27 -0.2% 120.72
Range 1.26 0.48 -0.78 -61.9% 1.37
ATR 0.53 0.53 0.00 0.1% 0.00
Volume 548 133 -415 -75.7% 5,089
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.18 122.95 122.02
R3 122.70 122.47 121.89
R2 122.22 122.22 121.85
R1 121.99 121.99 121.80 121.87
PP 121.74 121.74 121.74 121.68
S1 121.51 121.51 121.72 121.39
S2 121.26 121.26 121.67
S3 120.78 121.03 121.63
S4 120.30 120.55 121.50
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.39 123.93 121.47
R3 123.02 122.56 121.10
R2 121.65 121.65 120.97
R1 121.19 121.19 120.85 121.42
PP 120.28 120.28 120.28 120.40
S1 119.82 119.82 120.59 120.05
S2 118.91 118.91 120.47
S3 117.54 118.45 120.34
S4 116.17 117.08 119.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.10 119.74 2.36 1.9% 0.65 0.5% 86% False False 501
10 122.10 119.38 2.72 2.2% 0.51 0.4% 88% False False 592
20 122.28 119.38 2.90 2.4% 0.40 0.3% 82% False False 357
40 123.50 119.38 4.12 3.4% 0.35 0.3% 58% False False 262
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124.01
2.618 123.23
1.618 122.75
1.000 122.45
0.618 122.27
HIGH 121.97
0.618 121.79
0.500 121.73
0.382 121.67
LOW 121.49
0.618 121.19
1.000 121.01
1.618 120.71
2.618 120.23
4.250 119.45
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 121.75 121.54
PP 121.74 121.33
S1 121.73 121.11

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

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