Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 126.97 126.27 -0.70 -0.6% 126.30
High 127.07 126.33 -0.74 -0.6% 127.54
Low 126.16 125.60 -0.56 -0.4% 125.70
Close 126.18 125.84 -0.34 -0.3% 127.45
Range 0.91 0.73 -0.18 -19.8% 1.84
ATR 0.70 0.70 0.00 0.3% 0.00
Volume 1,043,972 1,226,421 182,449 17.5% 4,619,246
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.11 127.71 126.24
R3 127.38 126.98 126.04
R2 126.65 126.65 125.97
R1 126.25 126.25 125.91 126.09
PP 125.92 125.92 125.92 125.84
S1 125.52 125.52 125.77 125.36
S2 125.19 125.19 125.71
S3 124.46 124.79 125.64
S4 123.73 124.06 125.44
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 132.42 131.77 128.46
R3 130.58 129.93 127.96
R2 128.74 128.74 127.79
R1 128.09 128.09 127.62 128.42
PP 126.90 126.90 126.90 127.06
S1 126.25 126.25 127.28 126.58
S2 125.06 125.06 127.11
S3 123.22 124.41 126.94
S4 121.38 122.57 126.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.57 125.60 1.97 1.6% 0.86 0.7% 12% False True 1,018,476
10 127.57 125.60 1.97 1.6% 0.72 0.6% 12% False True 1,019,858
20 127.57 124.37 3.20 2.5% 0.71 0.6% 46% False False 833,027
40 127.57 121.79 5.78 4.6% 0.66 0.5% 70% False False 423,097
60 127.57 119.38 8.19 6.5% 0.59 0.5% 79% False False 282,390
80 127.57 119.38 8.19 6.5% 0.53 0.4% 79% False False 211,827
100 127.57 119.38 8.19 6.5% 0.44 0.3% 79% False False 169,475
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129.43
2.618 128.24
1.618 127.51
1.000 127.06
0.618 126.78
HIGH 126.33
0.618 126.05
0.500 125.97
0.382 125.88
LOW 125.60
0.618 125.15
1.000 124.87
1.618 124.42
2.618 123.69
4.250 122.50
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 125.97 126.59
PP 125.92 126.34
S1 125.88 126.09

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

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