Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 123.93 123.57 -0.36 -0.3% 122.54
High 123.93 124.00 0.07 0.1% 123.64
Low 123.60 123.28 -0.32 -0.3% 121.79
Close 123.72 123.63 -0.09 -0.1% 123.14
Range 0.33 0.72 0.39 118.2% 1.85
ATR 0.59 0.60 0.01 1.6% 0.00
Volume 5,359 5,155 -204 -3.8% 12,354
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 125.80 125.43 124.03
R3 125.08 124.71 123.83
R2 124.36 124.36 123.76
R1 123.99 123.99 123.70 124.18
PP 123.64 123.64 123.64 123.73
S1 123.27 123.27 123.56 123.46
S2 122.92 122.92 123.50
S3 122.20 122.55 123.43
S4 121.48 121.83 123.23
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
5 124.16 121.79 2.37 1.9% 0.81 0.7% 78% False False 2,761
10 124.16 121.75 2.41 1.9% 0.62 0.5% 78% False False 2,572
20 124.16 119.63 4.53 3.7% 0.57 0.5% 88% False False 1,898
40 124.16 119.38 4.78 3.9% 0.48 0.4% 89% False False 1,049
60 124.16 119.38 4.78 3.9% 0.36 0.3% 89% False False 725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.06
2.618 125.88
1.618 125.16
1.000 124.72
0.618 124.44
HIGH 124.00
0.618 123.72
0.500 123.64
0.382 123.56
LOW 123.28
0.618 122.84
1.000 122.56
1.618 122.12
2.618 121.40
4.250 120.22
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 123.64 123.72
PP 123.64 123.69
S1 123.63 123.66

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

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