Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 125.21 124.90 -0.31 -0.2% 125.14
High 125.76 125.39 -0.37 -0.3% 125.76
Low 124.73 124.90 0.17 0.1% 124.63
Close 124.89 125.24 0.35 0.3% 124.89
Range 1.03 0.49 -0.54 -52.4% 1.13
ATR 0.65 0.64 -0.01 -1.7% 0.00
Volume 147,159 5,364 -141,795 -96.4% 333,786
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 126.65 126.43 125.51
R3 126.16 125.94 125.37
R2 125.67 125.67 125.33
R1 125.45 125.45 125.28 125.56
PP 125.18 125.18 125.18 125.23
S1 124.96 124.96 125.20 125.07
S2 124.69 124.69 125.15
S3 124.20 124.47 125.11
S4 123.71 123.98 124.97
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.48 127.82 125.51
R3 127.35 126.69 125.20
R2 126.22 126.22 125.10
R1 125.56 125.56 124.99 125.33
PP 125.09 125.09 125.09 124.98
S1 124.43 124.43 124.79 124.20
S2 123.96 123.96 124.68
S3 122.83 123.30 124.58
S4 121.70 122.17 124.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.76 124.63 1.13 0.9% 0.73 0.6% 54% False False 67,830
10 125.76 124.46 1.30 1.0% 0.61 0.5% 60% False False 42,016
20 125.76 123.28 2.48 2.0% 0.60 0.5% 79% False False 23,585
40 125.76 119.38 6.38 5.1% 0.56 0.4% 92% False False 12,462
60 125.76 119.38 6.38 5.1% 0.50 0.4% 92% False False 8,365
80 125.76 119.38 6.38 5.1% 0.40 0.3% 92% False False 6,293
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127.47
2.618 126.67
1.618 126.18
1.000 125.88
0.618 125.69
HIGH 125.39
0.618 125.20
0.500 125.15
0.382 125.09
LOW 124.90
0.618 124.60
1.000 124.41
1.618 124.11
2.618 123.62
4.250 122.82
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 125.21 125.25
PP 125.18 125.24
S1 125.15 125.24

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

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