Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 122.08 122.19 0.11 0.1% 120.84
High 122.12 122.19 0.07 0.1% 122.10
Low 121.95 121.62 -0.33 -0.3% 120.84
Close 122.14 121.61 -0.53 -0.4% 121.92
Range 0.17 0.57 0.40 235.3% 1.26
ATR 0.50 0.50 0.01 1.0% 0.00
Volume 913 5,493 4,580 501.6% 1,303
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.52 123.13 121.92
R3 122.95 122.56 121.77
R2 122.38 122.38 121.71
R1 121.99 121.99 121.66 121.90
PP 121.81 121.81 121.81 121.76
S1 121.42 121.42 121.56 121.33
S2 121.24 121.24 121.51
S3 120.67 120.85 121.45
S4 120.10 120.28 121.30
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 125.40 124.92 122.61
R3 124.14 123.66 122.27
R2 122.88 122.88 122.15
R1 122.40 122.40 122.04 122.64
PP 121.62 121.62 121.62 121.74
S1 121.14 121.14 121.80 121.38
S2 120.36 120.36 121.69
S3 119.10 119.88 121.57
S4 117.84 118.62 121.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.19 121.35 0.84 0.7% 0.40 0.3% 31% True False 1,432
10 122.19 119.63 2.56 2.1% 0.52 0.4% 77% True False 1,224
20 122.19 119.38 2.81 2.3% 0.43 0.4% 79% True False 706
40 123.50 119.38 4.12 3.4% 0.38 0.3% 54% False False 428
60 123.50 119.38 4.12 3.4% 0.26 0.2% 54% False False 305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.61
2.618 123.68
1.618 123.11
1.000 122.76
0.618 122.54
HIGH 122.19
0.618 121.97
0.500 121.91
0.382 121.84
LOW 121.62
0.618 121.27
1.000 121.05
1.618 120.70
2.618 120.13
4.250 119.20
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 121.91 121.80
PP 121.81 121.73
S1 121.71 121.67

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

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