Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 124.00 123.79 -0.21 -0.2% 123.37
High 124.20 123.91 -0.29 -0.2% 124.28
Low 123.81 123.49 -0.32 -0.3% 123.28
Close 124.03 123.84 -0.19 -0.2% 124.17
Range 0.39 0.42 0.03 7.7% 1.00
ATR 0.58 0.58 0.00 -0.5% 0.00
Volume 4,084 2,898 -1,186 -29.0% 24,125
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 125.01 124.84 124.07
R3 124.59 124.42 123.96
R2 124.17 124.17 123.92
R1 124.00 124.00 123.88 124.09
PP 123.75 123.75 123.75 123.79
S1 123.58 123.58 123.80 123.67
S2 123.33 123.33 123.76
S3 122.91 123.16 123.72
S4 122.49 122.74 123.61
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 126.91 126.54 124.72
R3 125.91 125.54 124.45
R2 124.91 124.91 124.35
R1 124.54 124.54 124.26 124.73
PP 123.91 123.91 123.91 124.00
S1 123.54 123.54 124.08 123.73
S2 122.91 122.91 123.99
S3 121.91 122.54 123.90
S4 120.91 121.54 123.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.32 123.49 0.83 0.7% 0.53 0.4% 42% False True 4,212
10 124.32 122.83 1.49 1.2% 0.59 0.5% 68% False False 4,182
20 124.32 121.35 2.97 2.4% 0.55 0.4% 84% False False 3,115
40 124.32 119.38 4.94 4.0% 0.47 0.4% 90% False False 1,736
60 124.32 119.38 4.94 4.0% 0.41 0.3% 90% False False 1,213
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.70
2.618 125.01
1.618 124.59
1.000 124.33
0.618 124.17
HIGH 123.91
0.618 123.75
0.500 123.70
0.382 123.65
LOW 123.49
0.618 123.23
1.000 123.07
1.618 122.81
2.618 122.39
4.250 121.71
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 123.79 123.85
PP 123.75 123.84
S1 123.70 123.84

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

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