Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 125.78 126.20 0.42 0.3% 125.88
High 126.38 127.22 0.84 0.7% 126.62
Low 125.70 126.18 0.48 0.4% 125.32
Close 126.15 127.19 1.04 0.8% 126.22
Range 0.68 1.04 0.36 52.9% 1.30
ATR 0.64 0.67 0.03 4.8% 0.00
Volume 1,012,082 1,105,937 93,855 9.3% 5,011,801
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 129.98 129.63 127.76
R3 128.94 128.59 127.48
R2 127.90 127.90 127.38
R1 127.55 127.55 127.29 127.73
PP 126.86 126.86 126.86 126.95
S1 126.51 126.51 127.09 126.69
S2 125.82 125.82 127.00
S3 124.78 125.47 126.90
S4 123.74 124.43 126.62
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 129.95 129.39 126.94
R3 128.65 128.09 126.58
R2 127.35 127.35 126.46
R1 126.79 126.79 126.34 127.07
PP 126.05 126.05 126.05 126.20
S1 125.49 125.49 126.10 125.77
S2 124.75 124.75 125.98
S3 123.45 124.19 125.86
S4 122.15 122.89 125.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.22 125.70 1.52 1.2% 0.69 0.5% 98% True False 956,783
10 127.22 125.15 2.07 1.6% 0.67 0.5% 99% True False 960,356
20 127.22 124.37 2.85 2.2% 0.68 0.5% 99% True False 642,146
40 127.22 121.75 5.47 4.3% 0.62 0.5% 99% True False 323,580
60 127.22 119.38 7.84 6.2% 0.56 0.4% 100% True False 215,955
80 127.22 119.38 7.84 6.2% 0.50 0.4% 100% True False 162,004
100 127.22 119.38 7.84 6.2% 0.41 0.3% 100% True False 129,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 131.64
2.618 129.94
1.618 128.90
1.000 128.26
0.618 127.86
HIGH 127.22
0.618 126.82
0.500 126.70
0.382 126.58
LOW 126.18
0.618 125.54
1.000 125.14
1.618 124.50
2.618 123.46
4.250 121.76
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 127.03 126.95
PP 126.86 126.70
S1 126.70 126.46

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

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