Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 124.85 124.56 -0.29 -0.2% 124.31
High 124.96 125.33 0.37 0.3% 124.56
Low 124.64 124.49 -0.15 -0.1% 123.49
Close 124.76 125.25 0.49 0.4% 124.51
Range 0.32 0.84 0.52 162.5% 1.07
ATR 0.58 0.59 0.02 3.3% 0.00
Volume 8,340 25,494 17,154 205.7% 27,416
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 127.54 127.24 125.71
R3 126.70 126.40 125.48
R2 125.86 125.86 125.40
R1 125.56 125.56 125.33 125.71
PP 125.02 125.02 125.02 125.10
S1 124.72 124.72 125.17 124.87
S2 124.18 124.18 125.10
S3 123.34 123.88 125.02
S4 122.50 123.04 124.79
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
5 125.33 123.85 1.48 1.2% 0.55 0.4% 95% True False 14,100
10 125.33 123.49 1.84 1.5% 0.54 0.4% 96% True False 9,156
20 125.33 121.79 3.54 2.8% 0.57 0.5% 98% True False 6,226
40 125.33 119.38 5.95 4.8% 0.51 0.4% 99% True False 3,496
60 125.33 119.38 5.95 4.8% 0.46 0.4% 99% True False 2,380
80 125.33 119.38 5.95 4.8% 0.35 0.3% 99% True False 1,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 128.90
2.618 127.53
1.618 126.69
1.000 126.17
0.618 125.85
HIGH 125.33
0.618 125.01
0.500 124.91
0.382 124.81
LOW 124.49
0.618 123.97
1.000 123.65
1.618 123.13
2.618 122.29
4.250 120.92
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 125.14 125.13
PP 125.02 125.01
S1 124.91 124.90

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

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