Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 124.67 124.93 0.26 0.2% 125.14
High 125.00 125.44 0.44 0.4% 125.76
Low 124.53 124.70 0.17 0.1% 124.63
Close 124.98 125.18 0.20 0.2% 124.89
Range 0.47 0.74 0.27 57.4% 1.13
ATR 0.65 0.65 0.01 1.0% 0.00
Volume 923,926 995,281 71,355 7.7% 333,786
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 127.33 126.99 125.59
R3 126.59 126.25 125.38
R2 125.85 125.85 125.32
R1 125.51 125.51 125.25 125.68
PP 125.11 125.11 125.11 125.19
S1 124.77 124.77 125.11 124.94
S2 124.37 124.37 125.04
S3 123.63 124.03 124.98
S4 122.89 123.29 124.77
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
5 125.76 124.37 1.39 1.1% 0.72 0.6% 58% False False 601,308
10 125.76 124.37 1.39 1.1% 0.70 0.6% 58% False False 323,935
20 125.76 123.49 2.27 1.8% 0.61 0.5% 74% False False 165,696
40 125.76 119.63 6.13 4.9% 0.59 0.5% 91% False False 83,797
60 125.76 119.38 6.38 5.1% 0.52 0.4% 91% False False 55,931
80 125.76 119.38 6.38 5.1% 0.42 0.3% 91% False False 41,968
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 False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.59
2.618 127.38
1.618 126.64
1.000 126.18
0.618 125.90
HIGH 125.44
0.618 125.16
0.500 125.07
0.382 124.98
LOW 124.70
0.618 124.24
1.000 123.96
1.618 123.50
2.618 122.76
4.250 121.56
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 125.14 125.09
PP 125.11 125.00
S1 125.07 124.91

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

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