Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 125.80 125.61 -0.19 -0.2% 124.90
High 125.94 126.35 0.41 0.3% 126.00
Low 125.32 125.47 0.15 0.1% 124.37
Close 125.60 126.30 0.70 0.6% 125.93
Range 0.62 0.88 0.26 41.9% 1.63
ATR 0.64 0.66 0.02 2.6% 0.00
Volume 924,192 1,026,239 102,047 11.0% 3,744,221
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.68 128.37 126.78
R3 127.80 127.49 126.54
R2 126.92 126.92 126.46
R1 126.61 126.61 126.38 126.77
PP 126.04 126.04 126.04 126.12
S1 125.73 125.73 126.22 125.89
S2 125.16 125.16 126.14
S3 124.28 124.85 126.06
S4 123.40 123.97 125.82
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
5 126.35 124.70 1.65 1.3% 0.69 0.5% 97% True False 877,341
10 126.35 124.37 1.98 1.6% 0.70 0.6% 97% True False 646,195
20 126.35 123.49 2.86 2.3% 0.62 0.5% 98% True False 334,138
40 126.35 120.84 5.51 4.4% 0.61 0.5% 99% True False 168,469
60 126.35 119.38 6.97 5.5% 0.52 0.4% 99% True False 112,441
80 126.35 119.38 6.97 5.5% 0.46 0.4% 99% True False 84,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 130.09
2.618 128.65
1.618 127.77
1.000 127.23
0.618 126.89
HIGH 126.35
0.618 126.01
0.500 125.91
0.382 125.81
LOW 125.47
0.618 124.93
1.000 124.59
1.618 124.05
2.618 123.17
4.250 121.73
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 126.17 126.15
PP 126.04 125.99
S1 125.91 125.84

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

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