Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 125.61 126.44 0.83 0.7% 124.90
High 126.35 126.62 0.27 0.2% 126.00
Low 125.47 126.13 0.66 0.5% 124.37
Close 126.30 126.51 0.21 0.2% 125.93
Range 0.88 0.49 -0.39 -44.3% 1.63
ATR 0.66 0.65 -0.01 -1.8% 0.00
Volume 1,026,239 1,428,227 401,988 39.2% 3,744,221
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 127.89 127.69 126.78
R3 127.40 127.20 126.64
R2 126.91 126.91 126.60
R1 126.71 126.71 126.55 126.81
PP 126.42 126.42 126.42 126.47
S1 126.22 126.22 126.47 126.32
S2 125.93 125.93 126.42
S3 125.44 125.73 126.38
S4 124.95 125.24 126.24
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
5 126.62 125.15 1.47 1.2% 0.64 0.5% 93% True False 963,930
10 126.62 124.37 2.25 1.8% 0.68 0.5% 95% True False 782,619
20 126.62 123.49 3.13 2.5% 0.63 0.5% 96% True False 405,345
40 126.62 121.35 5.27 4.2% 0.59 0.5% 98% True False 204,161
60 126.62 119.38 7.24 5.7% 0.52 0.4% 98% True False 136,244
80 126.62 119.38 7.24 5.7% 0.46 0.4% 98% True False 102,211
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.70
2.618 127.90
1.618 127.41
1.000 127.11
0.618 126.92
HIGH 126.62
0.618 126.43
0.500 126.38
0.382 126.32
LOW 126.13
0.618 125.83
1.000 125.64
1.618 125.34
2.618 124.85
4.250 124.05
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 126.47 126.33
PP 126.42 126.15
S1 126.38 125.97

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

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