Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 122.29 122.54 0.25 0.2% 122.08
High 122.60 122.55 -0.05 0.0% 122.60
Low 122.26 122.20 -0.06 0.0% 121.62
Close 122.57 122.48 -0.09 -0.1% 122.57
Range 0.34 0.35 0.01 2.9% 0.98
ATR 0.51 0.50 -0.01 -2.0% 0.00
Volume 315 522 207 65.7% 7,980
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 123.46 123.32 122.67
R3 123.11 122.97 122.58
R2 122.76 122.76 122.54
R1 122.62 122.62 122.51 122.52
PP 122.41 122.41 122.41 122.36
S1 122.27 122.27 122.45 122.17
S2 122.06 122.06 122.42
S3 121.71 121.92 122.38
S4 121.36 121.57 122.29
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
5 122.60 121.62 0.98 0.8% 0.42 0.3% 88% False False 1,700
10 122.60 120.12 2.48 2.0% 0.53 0.4% 95% False False 1,040
20 122.60 119.38 3.22 2.6% 0.45 0.4% 96% False False 793
40 123.50 119.38 4.12 3.4% 0.40 0.3% 75% False False 465
60 123.50 119.38 4.12 3.4% 0.28 0.2% 75% False False 332
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.04
2.618 123.47
1.618 123.12
1.000 122.90
0.618 122.77
HIGH 122.55
0.618 122.42
0.500 122.38
0.382 122.33
LOW 122.20
0.618 121.98
1.000 121.85
1.618 121.63
2.618 121.28
4.250 120.71
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 122.45 122.38
PP 122.41 122.28
S1 122.38 122.18

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

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