Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 121.97 122.83 0.86 0.7% 122.54
High 123.12 123.64 0.52 0.4% 123.64
Low 121.79 122.83 1.04 0.9% 121.79
Close 122.75 123.14 0.39 0.3% 123.14
Range 1.33 0.81 -0.52 -39.1% 1.85
ATR 0.55 0.57 0.02 4.5% 0.00
Volume 1,544 465 -1,079 -69.9% 12,354
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 125.63 125.20 123.59
R3 124.82 124.39 123.36
R2 124.01 124.01 123.29
R1 123.58 123.58 123.21 123.80
PP 123.20 123.20 123.20 123.31
S1 122.77 122.77 123.07 122.99
S2 122.39 122.39 122.99
S3 121.58 121.96 122.92
S4 120.77 121.15 122.69
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 128.41 127.62 124.16
R3 126.56 125.77 123.65
R2 124.71 124.71 123.48
R1 123.92 123.92 123.31 124.32
PP 122.86 122.86 122.86 123.05
S1 122.07 122.07 122.97 122.47
S2 121.01 121.01 122.80
S3 119.16 120.22 122.63
S4 117.31 118.37 122.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.64 121.79 1.85 1.5% 0.65 0.5% 73% True False 2,470
10 123.64 121.40 2.24 1.8% 0.55 0.4% 78% True False 2,060
20 123.64 119.38 4.26 3.5% 0.53 0.4% 88% True False 1,340
40 123.64 119.38 4.26 3.5% 0.45 0.4% 88% True False 755
60 123.64 119.38 4.26 3.5% 0.33 0.3% 88% True False 529
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 2 trading days
Fibonacci Retracements and Extensions
4.250 127.08
2.618 125.76
1.618 124.95
1.000 124.45
0.618 124.14
HIGH 123.64
0.618 123.33
0.500 123.24
0.382 123.14
LOW 122.83
0.618 122.33
1.000 122.02
1.618 121.52
2.618 120.71
4.250 119.39
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 123.24 123.00
PP 123.20 122.86
S1 123.17 122.72

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

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