Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 125.16 125.88 0.72 0.6% 124.90
High 126.00 126.11 0.11 0.1% 126.00
Low 125.15 125.76 0.61 0.5% 124.37
Close 125.93 125.85 -0.08 -0.1% 125.93
Range 0.85 0.35 -0.50 -58.8% 1.63
ATR 0.67 0.65 -0.02 -3.4% 0.00
Volume 884,838 556,156 -328,682 -37.1% 3,744,221
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 126.96 126.75 126.04
R3 126.61 126.40 125.95
R2 126.26 126.26 125.91
R1 126.05 126.05 125.88 125.98
PP 125.91 125.91 125.91 125.87
S1 125.70 125.70 125.82 125.63
S2 125.56 125.56 125.79
S3 125.21 125.35 125.75
S4 124.86 125.00 125.66
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 130.32 129.76 126.83
R3 128.69 128.13 126.38
R2 127.06 127.06 126.23
R1 126.50 126.50 126.08 126.78
PP 125.43 125.43 125.43 125.58
S1 124.87 124.87 125.78 125.15
S2 123.80 123.80 125.63
S3 122.17 123.24 125.48
S4 120.54 121.61 125.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.11 124.37 1.74 1.4% 0.66 0.5% 85% True False 859,002
10 126.11 124.37 1.74 1.4% 0.69 0.6% 85% True False 463,416
20 126.11 123.49 2.62 2.1% 0.60 0.5% 90% True False 237,129
40 126.11 120.12 5.99 4.8% 0.60 0.5% 96% True False 119,725
60 126.11 119.38 6.73 5.3% 0.51 0.4% 96% True False 79,934
80 126.11 119.38 6.73 5.3% 0.44 0.3% 96% True False 59,978
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 127.60
2.618 127.03
1.618 126.68
1.000 126.46
0.618 126.33
HIGH 126.11
0.618 125.98
0.500 125.94
0.382 125.89
LOW 125.76
0.618 125.54
1.000 125.41
1.618 125.19
2.618 124.84
4.250 124.27
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 125.94 125.70
PP 125.91 125.55
S1 125.88 125.41

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

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