Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 124.70 124.87 0.17 0.1% 124.31
High 125.09 124.88 -0.21 -0.2% 124.56
Low 124.64 124.46 -0.18 -0.1% 123.49
Close 124.94 124.47 -0.47 -0.4% 124.51
Range 0.45 0.42 -0.03 -6.7% 1.07
ATR 0.59 0.58 -0.01 -1.3% 0.00
Volume 15,805 10,685 -5,120 -32.4% 27,416
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 125.86 125.59 124.70
R3 125.44 125.17 124.59
R2 125.02 125.02 124.55
R1 124.75 124.75 124.51 124.68
PP 124.60 124.60 124.60 124.57
S1 124.33 124.33 124.43 124.26
S2 124.18 124.18 124.39
S3 123.76 123.91 124.35
S4 123.34 123.49 124.24
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 127.40 127.02 125.10
R3 126.33 125.95 124.80
R2 125.26 125.26 124.71
R1 124.88 124.88 124.61 125.07
PP 124.19 124.19 124.19 124.28
S1 123.81 123.81 124.41 124.00
S2 123.12 123.12 124.31
S3 122.05 122.74 124.22
S4 120.98 121.67 123.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.09 123.49 1.60 1.3% 0.48 0.4% 61% False False 8,730
10 125.09 123.28 1.81 1.5% 0.55 0.4% 66% False False 7,138
20 125.09 121.62 3.47 2.8% 0.58 0.5% 82% False False 4,872
40 125.09 119.38 5.71 4.6% 0.50 0.4% 89% False False 2,653
60 125.09 119.38 5.71 4.6% 0.44 0.4% 89% False False 1,820
80 125.09 119.38 5.71 4.6% 0.33 0.3% 89% False False 1,381
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.67
2.618 125.98
1.618 125.56
1.000 125.30
0.618 125.14
HIGH 124.88
0.618 124.72
0.500 124.67
0.382 124.62
LOW 124.46
0.618 124.20
1.000 124.04
1.618 123.78
2.618 123.36
4.250 122.68
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 124.67 124.47
PP 124.60 124.47
S1 124.54 124.47

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

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