Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 125.88 125.80 -0.08 -0.1% 124.90
High 126.11 125.94 -0.17 -0.1% 126.00
Low 125.76 125.32 -0.44 -0.3% 124.37
Close 125.85 125.60 -0.25 -0.2% 125.93
Range 0.35 0.62 0.27 77.1% 1.63
ATR 0.65 0.64 0.00 -0.3% 0.00
Volume 556,156 924,192 368,036 66.2% 3,744,221
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 127.48 127.16 125.94
R3 126.86 126.54 125.77
R2 126.24 126.24 125.71
R1 125.92 125.92 125.66 125.77
PP 125.62 125.62 125.62 125.55
S1 125.30 125.30 125.54 125.15
S2 125.00 125.00 125.49
S3 124.38 124.68 125.43
S4 123.76 124.06 125.26
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
5 126.11 124.53 1.58 1.3% 0.61 0.5% 68% False False 856,878
10 126.11 124.37 1.74 1.4% 0.71 0.6% 71% False False 547,218
20 126.11 123.49 2.62 2.1% 0.61 0.5% 81% False False 283,139
40 126.11 120.12 5.99 4.8% 0.60 0.5% 91% False False 142,828
60 126.11 119.38 6.73 5.4% 0.51 0.4% 92% False False 95,337
80 126.11 119.38 6.73 5.4% 0.44 0.4% 92% False False 71,531
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
4.250 128.58
2.618 127.56
1.618 126.94
1.000 126.56
0.618 126.32
HIGH 125.94
0.618 125.70
0.500 125.63
0.382 125.56
LOW 125.32
0.618 124.94
1.000 124.70
1.618 124.32
2.618 123.70
4.250 122.69
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 125.63 125.63
PP 125.62 125.62
S1 125.61 125.61

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

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