Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 121.90 122.29 0.39 0.3% 122.08
High 122.40 122.60 0.20 0.2% 122.60
Low 121.75 122.26 0.51 0.4% 121.62
Close 122.32 122.57 0.25 0.2% 122.57
Range 0.65 0.34 -0.31 -47.7% 0.98
ATR 0.52 0.51 -0.01 -2.5% 0.00
Volume 1,259 315 -944 -75.0% 7,980
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.50 123.37 122.76
R3 123.16 123.03 122.66
R2 122.82 122.82 122.63
R1 122.69 122.69 122.60 122.76
PP 122.48 122.48 122.48 122.51
S1 122.35 122.35 122.54 122.42
S2 122.14 122.14 122.51
S3 121.80 122.01 122.48
S4 121.46 121.67 122.38
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 125.20 124.87 123.11
R3 124.22 123.89 122.84
R2 123.24 123.24 122.75
R1 122.91 122.91 122.66 123.08
PP 122.26 122.26 122.26 122.35
S1 121.93 121.93 122.48 122.10
S2 121.28 121.28 122.39
S3 120.30 120.95 122.30
S4 119.32 119.97 122.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.60 121.40 1.20 1.0% 0.45 0.4% 98% True False 1,650
10 122.60 120.12 2.48 2.0% 0.53 0.4% 99% True False 993
20 122.60 119.38 3.22 2.6% 0.45 0.4% 99% True False 781
40 123.50 119.38 4.12 3.4% 0.41 0.3% 77% False False 465
60 123.50 119.38 4.12 3.4% 0.28 0.2% 77% False False 323
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 0.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124.05
2.618 123.49
1.618 123.15
1.000 122.94
0.618 122.81
HIGH 122.60
0.618 122.47
0.500 122.43
0.382 122.39
LOW 122.26
0.618 122.05
1.000 121.92
1.618 121.71
2.618 121.37
4.250 120.82
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 122.52 122.42
PP 122.48 122.26
S1 122.43 122.11

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

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