Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 121.97 121.52 -0.45 -0.4% 119.60
High 121.97 121.65 -0.32 -0.3% 120.75
Low 121.49 121.35 -0.14 -0.1% 119.38
Close 121.76 121.55 -0.21 -0.2% 120.72
Range 0.48 0.30 -0.18 -37.5% 1.37
ATR 0.53 0.52 -0.01 -1.6% 0.00
Volume 133 351 218 163.9% 5,089
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.42 122.28 121.72
R3 122.12 121.98 121.63
R2 121.82 121.82 121.61
R1 121.68 121.68 121.58 121.75
PP 121.52 121.52 121.52 121.55
S1 121.38 121.38 121.52 121.45
S2 121.22 121.22 121.50
S3 120.92 121.08 121.47
S4 120.62 120.78 121.39
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
5 122.10 120.12 1.98 1.6% 0.61 0.5% 72% False False 336
10 122.10 119.38 2.72 2.2% 0.50 0.4% 80% False False 620
20 122.28 119.38 2.90 2.4% 0.42 0.3% 75% False False 375
40 123.50 119.38 4.12 3.4% 0.35 0.3% 53% False False 271
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.04
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122.93
2.618 122.44
1.618 122.14
1.000 121.95
0.618 121.84
HIGH 121.65
0.618 121.54
0.500 121.50
0.382 121.46
LOW 121.35
0.618 121.16
1.000 121.05
1.618 120.86
2.618 120.56
4.250 120.08
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 121.53 121.52
PP 121.52 121.50
S1 121.50 121.47

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

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