Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 122.19 121.90 -0.29 -0.2% 120.84
High 122.19 122.40 0.21 0.2% 122.10
Low 121.62 121.75 0.13 0.1% 120.84
Close 121.61 122.32 0.71 0.6% 121.92
Range 0.57 0.65 0.08 14.0% 1.26
ATR 0.50 0.52 0.02 4.1% 0.00
Volume 5,493 1,259 -4,234 -77.1% 1,303
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.11 123.86 122.68
R3 123.46 123.21 122.50
R2 122.81 122.81 122.44
R1 122.56 122.56 122.38 122.69
PP 122.16 122.16 122.16 122.22
S1 121.91 121.91 122.26 122.04
S2 121.51 121.51 122.20
S3 120.86 121.26 122.14
S4 120.21 120.61 121.96
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
5 122.40 121.35 1.05 0.9% 0.44 0.4% 92% True False 1,657
10 122.40 119.74 2.66 2.2% 0.55 0.4% 97% True False 1,079
20 122.40 119.38 3.02 2.5% 0.44 0.4% 97% True False 767
40 123.50 119.38 4.12 3.4% 0.40 0.3% 71% False False 457
60 123.50 119.38 4.12 3.4% 0.27 0.2% 71% False False 322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125.16
2.618 124.10
1.618 123.45
1.000 123.05
0.618 122.80
HIGH 122.40
0.618 122.15
0.500 122.08
0.382 122.00
LOW 121.75
0.618 121.35
1.000 121.10
1.618 120.70
2.618 120.05
4.250 118.99
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 122.24 122.22
PP 122.16 122.11
S1 122.08 122.01

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

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