Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 126.27 125.81 -0.46 -0.4% 126.30
High 126.33 126.08 -0.25 -0.2% 127.54
Low 125.60 125.26 -0.34 -0.3% 125.70
Close 125.84 125.56 -0.28 -0.2% 127.45
Range 0.73 0.82 0.09 12.3% 1.84
ATR 0.70 0.71 0.01 1.2% 0.00
Volume 1,226,421 1,058,178 -168,243 -13.7% 4,619,246
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 128.09 127.65 126.01
R3 127.27 126.83 125.79
R2 126.45 126.45 125.71
R1 126.01 126.01 125.64 125.82
PP 125.63 125.63 125.63 125.54
S1 125.19 125.19 125.48 125.00
S2 124.81 124.81 125.41
S3 123.99 124.37 125.33
S4 123.17 123.55 125.11
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
5 127.57 125.26 2.31 1.8% 0.81 0.6% 13% False True 1,008,924
10 127.57 125.26 2.31 1.8% 0.75 0.6% 13% False True 982,853
20 127.57 124.37 3.20 2.5% 0.72 0.6% 37% False False 882,736
40 127.57 121.79 5.78 4.6% 0.67 0.5% 65% False False 449,398
60 127.57 119.38 8.19 6.5% 0.60 0.5% 75% False False 300,014
80 127.57 119.38 8.19 6.5% 0.54 0.4% 75% False False 225,052
100 127.57 119.38 8.19 6.5% 0.44 0.4% 75% False False 180,056
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.57
2.618 128.23
1.618 127.41
1.000 126.90
0.618 126.59
HIGH 126.08
0.618 125.77
0.500 125.67
0.382 125.57
LOW 125.26
0.618 124.75
1.000 124.44
1.618 123.93
2.618 123.11
4.250 121.78
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 125.67 126.17
PP 125.63 125.96
S1 125.60 125.76

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

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